70
名額
18
已選
52
餘額
上課時間
二/6,7,8[M332]
修課班級
財金碩1 · 年級以上
課程資訊
選課分析
| Mid-Term Exam | 30 | |
| Final Exam | 30 | |
| Class participation, Active learning exercises, and Reports | 30 | |
| Attendance | 10 | 同學缺席1次則得9,2次則得8分,3次則得7分,以此類推,遲到早退算未到。遲到的定義以老師的點名時間為準 |
本課程旨在介紹期貨(Futures)和選擇權(Options)等衍生性證券(Derivative Security), 瞭解市場結構,評價模式與交易策略 ,學習避險, 投機, 套利, 和合成等重要觀念, 並介紹其在真實世界裡的應用。
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 know how they can be used as a investment vehicle. The course of futures and options covers mechanics, functions, pricing, and hedging of these products.
Hull J. C., 2022, “Options, Futures, and Other Derivatives”, 11th Edition (Global Edition), ISBN:9781292410654, Prentice-Hall. (雙葉書廊代理)
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期貨與選擇權 歷史開課紀錄