介紹主要衍生性商品契約之內容、交易策略、及評價方式。Introduces the contents, trading strategies, and evaluation methods of major derivatives contracts.
本課程首先將對衍生性金融商品市場做一廣泛的介紹,其次針對各類商品包括:遠期合約、期貨、選擇權與交換合約等,其交易方式、評價原理與操作策略等方面進行探討。
This course will first give a broad introduction to the derivative financial product market, and then discuss various types of commodities including: forward contracts, futures, options and exchange contracts, etc., as well as their trading methods, evaluation principles and operating strategies.
1. 張傳章 (2011), 期貨與選擇權, 雙葉書廊。
2. 黃昱程 (2008), 期貨與選擇權: 衍生性商品入門經典, 華泰文化。
1. Zhang Chuanzhang (2011), Futures and Options, Shuangye Bookstore.
2. Huang Yucheng (2008), Futures and Options: An Introduction to Derivatives, Huatai Culture.
評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
---|---|---|
平常成績平常成績 normal grades |
30 | 含作業、出席狀況、與上課參與狀況 |
期中考期中考 midterm exam |
35 | |
期末考期末考 final exam |
35 |