On successful completion of the course unit students will be able to be familiar with concepts of financial derivatives and mechanism of these markets, and to understand how to use financial derivatives as a investment vehicle.On successful completion of the course unit students will be able to be familiar with concepts of financial derivatives and mechanism of these markets, and to understand how to use financial derivatives as an investment vehicle.
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.
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.
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
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:
Zhang Chuanzhang, 2010, "Futures and Options", Shuangye, second edition, ISBN: 986-7433-11-4
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Mid-term examMid-term exam Mid-term exam |
25 | |
| Final examFinal exam Final exam |
25 | |
| QuizQuiz Quiz |
20 | |
| 虛擬交易及成果報告虛擬交易及成果報告 Virtual transaction and results reporting |
20 | |
| Class participationClass participation Class participation |
10 |
