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 such as futures and options, understand market structure, evaluation patterns and trading strategies, learn important concepts such as avoidance, investment, arbitrage, and synthesis, and introduce their application in the real world.
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。
The course starts with the development of futures, and then discusses the differences between futures and long-term transactions, so that students can understand the operations of futures exchanges, futures transactions, the content of futures contracts, the types and differences of futures commissions. When students have a preliminary understanding, they start to conduct simulated futures trading, so that students can have the opportunity to actually conduct futures trading in addition to theory. Various trading strategies for futures and options under different circumstances will also be discussed continuously during the course. After conducting simulated futures trading, various technical analysis methods will be introduced during the course, and simulated transactions will be combined, requiring students to submit reports at the end of the academic period. This course expects students not only to be theoretical, but also to learn other practical trading skills and technical analysis.
1.主要用書：
(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。
2.參考用書：期貨與選擇權概論，張傳章著，雙葉書局。
1. Main books:
(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 Selection Market, John Hull, Hu Cixili.
2. Reference books: Overview of futures and selection rights, written by the chapters, and the double book bureau.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 平時成績平時成績 Regular achievements |
30 | |
| 期中考期中考 Midterm exam |
30 | |
| 期末考期末考 Final exam |
40 |
