選課分析
| Half term exam | 30 | |
| Final exam | 30 | |
| Tests | 20 | two tests |
| Attendance | 20 |
諾貝爾經濟學獎得主米勒(Merton M. Miller)曾盛讚「期貨選擇權是二十世紀最偉大的金融創舉!」。相關衍生性金融商品研究蔚為風潮,金融創新與運用亦蓬勃發展,不僅是財金學子之必修,亦倍受企業人士爭相研習。希望透過本門課程認識衍生性金融商品市場的婆娑世界。主要探討的課題有四大類:期貨、選擇權、遠期契約及交換,並針對各類金融商品之規格、評價、案例、操作策略、交易流程與實務運用予以介紹與說明。
On successful completion of the course unit students will be familiar with concepts of financial derivatives and mechanism of these markets, and understand how to use financial derivatives as a investment vehicle.The concept of financial derivatives include pricing mechanism, speculating, and hedging. The mechanism of markets also will be covered. Then, students will learn how to use financial derivatives as investment vehicles.
Hull J. C., 2023, “Fundamentals of Futures and Options Markets”, Nineth Edition, Prentice-Hall, ISBN: 10-1-292-42211-4
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