衍生性金融商品(一)

111學年第1學期 必修課 3 學分
授課大綱
85
名額
73
已選
12
餘額
上課時間
一/5,6,7[M120]
授課教師
Office Hour:星期一 第八節 星期二 第九節 星期三 第九節 星期四 第九節 預約時間
修課班級
財金系3A · 年級以上
課程資訊
選課分析

Mid-Term Exam 40
Final Exam 40
Presentation 10
Attendance 10

The first part of the course unit is concerned with an introduction of various financial derivatives and the derivative markets and special attention will be paid to the Taiwanese market. The second part of the course will involve with components affecting the prices of derivatives and with discussion of how the derivatives are used in the market.

On successful completion of the course unit students will be familiar with different ranges of financial derivatives and their markets, understand how the financial derivatives are priced and hedged, and demonstrate how they can be used as a investment vehicle. The course of futures and options covers mechanics, functions, pricing, and hedging of these products. Students are required to make presentation and write assignment and take two exams for this course.

教科書:自編教材
參考書:Hull J. C., 2012, “Options, Futures, and Other Derivatives”, Eighth Edition, Prentice-Hall, ISBN-10:0-273-75907-8


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