上課時間
修課班級
課程資訊
選課分析
| Mid-Term Exam | 40 | |
| Final Exam | 40 | |
| One assignment | 20 |
課程由期貨發展源由開始,接著討論期貨與遠期交易之不同,進而讓同學瞭解期貨交易所、期貨交易之運作、期貨契約之內容、期貨委託單的種類及其不同。當學生有了初步的瞭解,即開始進行模擬期貨交易,俾使學生除了理論之外,更能有機會實際體會期貨交易。期貨及選擇權在不同的情況下的各種交易策略也將陸續在課程中討論。進行模擬期貨交易之後,課程中會介紹各種技術分析的方法,並予模擬交易結合,要求學生學期結束繳交報告。本課程期望學生不僅是理論,其他如實際的交易技巧及技術分析各也都有機會學習。
On successful completion of the course unit students will be familiar with different ranges of financial derivatives and their markets, understand how the financial derivatives are priced and hedged, and demonstrate how they can be used as a investment and hedging vehicles. The course of futures and options covers mechanics, functions, pricing, and hedging of these products. Students are required to make one presentation and write assignment and take two exams for this course.
Hull J. C., 2018, “Options, Futures, and Other Derivatives”, Nineth Edition, Prentice-Hall, ISBN-10:1-292-21289-6