本課程旨在介紹期貨(Futures)和選擇權(Options)等衍生性證券(Derivative Security), 瞭解市場結構,評價模式與交易策略 ,學習避險, 投機, 套利, 和合成等重要觀念, 並介紹其在真實世界裡的應用。This course aims to introduce derivative securities (Derivative Security) such as futures and options, understand the market structure, evaluation models and trading strategies, learn important concepts such as hedging, speculation, arbitrage, and synthesis, and introduce Its application in the real world.
本課程旨在介紹期貨(Futures)和選擇權(Options)等衍生性證券(Derivative Security), 瞭解市場結構,評價模式與交易策略 ,學習避險, 投機, 套利, 和合成等重要觀念, 並介紹其在真實世界裡的應用。
This course aims to introduce derivative securities (Derivative Security) such as futures and options, understand the market structure, evaluation models and trading strategies, learn important concepts such as hedging, speculation, arbitrage, and synthesis, and introduce Its application in the real world.
1) Fundamentals of Futures and Options Markets, 6th Edition, 2008, by John C. Hull , Pearson
Education(ISBN：978-0-13-512701-8)
2) 期貨與選擇權市場, John Hull, 胡次熙譯。
1) Fundamentals of Futures and Options Markets, 6th Edition, 2008, by John C. Hull , Pearson
Education(ISBN：978-0-13-512701-8)
2) Futures and Options Markets, John Hull, translated by Hu Cixi.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 期中考期中考 midterm exam |
30 | |
| 期末考期末考 final exam |
40 | |
| 平時成績平時成績 usual results |
30 |
