衍生性金融商品(一)

112學年第1學期 必修課 3 學分
授課大綱
85
名額
77
已選
8
餘額
上課時間
一/6,7,8[M233]
授課教師
Office Hour:Tuesday 4-6pm [M321]
修課班級
財金系3A · 4年級以上
課程資訊
選課分析

期中考 30
期末考 30
出席 20 出席
平時 20 作業及隨堂測驗

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.

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.

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

查詢過去本課程開課紀錄: 衍生性金融商品(一) 歷史開課紀錄