112年第1學期-1507 衍生性金融商品(一) 課程資訊

評分方式

評分項目	配分比例	說明
期中考	30
期末考	30
出席	20	出席
平時	20	作業及隨堂測驗

教育目標

Derivatives includes futures, forwards, swaps, and options, which will be introduced in the course. The first part of the course unit is concerned with an introduction of various financial derivatives and the derivative markets. The 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.

課程概述

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.

基本資料

必修課，學分數：3-0
上課時間：一/6,7,8[M233]
修課班級：財金系3A
修課年級：4年級以上
選課備註：

參考書目

Hull J. C., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3

The following book may be referred in the course if necessary:
張傳章, 2010, “期貨與選擇權”,雙葉, 第二版，ISBN:986-7433-11-4