衍生性金融商品

114學年第2學期 必修課 3 學分
授課大綱
70
名額
69
已選
1
餘額
上課時間
二/6,7,8,9[M134]
授課教師
Office Hour:Tuesday, 17:20-18:10, or by appointments.
修課班級
財金系2B · 2年級以上
課程資訊
中文授課,請安排
選課分析

Mid-term exam 30
Final exam 30
In-class activities/interaction, tasks/assignments, and quizzes 20
Attendance 10
Self-directed learning 10

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, students will be able to explain the major types of financial derivatives and the mechanisms of derivative markets. Students will be able to price derivatives and evaluate how derivatives can be used for speculation and hedging, with applications in portfolio risk management, asset allocation, and arbitrage.

Hull, J.C., 2022. Fundamentals of Futures and Options Markets, 9th Edition (Global Edition), Pearson.

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