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