1921 - 選擇權理論與應用 英授 Taught in English

Futures Theorem and Application

教育目標 Course Target

使學生瞭解:選擇權交易之運作、選擇權權利金的決定、選擇權價格模式及選擇權投資策略。有機會進行實務操作交易、實際體會期貨與選擇權交易及兩種交易之搭配。

To enable students to understand: the operation of option trading, the determination of option premiums, option price models and option investment strategies. Have the opportunity to conduct practical transactions and experience futures and options trading as well as the combination of the two types of transactions.

課程概述 Course Description

課程由選擇權發展源由開始,接著讓同學瞭解選擇權交易所、選擇權交易之運作、選擇權權利金的決定、選擇權價格模式及選擇權投資策略。期中並將進行模擬期貨與選擇權交易,俾使學生除了理論之外,更能有機會實際體會期貨與選擇權交易及兩種交易之搭配。進行模擬交易之後,課程中會介紹各種技術分析的方法,並與模擬交易結合,要求學生學期結束繳交報告。本課程期望學生不僅是理論,也有機會學習實際的交易技巧及技術分析等。

The course begins with the origins of option development, and then allows students to understand the operation of option exchanges, option trading, the determination of option premiums, option price models and option investment strategies. Simulated futures and options trading will be carried out in the midterm, so that students can have the opportunity to actually experience futures and options trading and the combination of the two types of transactions in addition to theory. After conducting simulated trading, the course will introduce various technical analysis methods and combine them with simulated trading, requiring students to submit reports at the end of the semester. This course expects students to not only learn theory, but also have the opportunity to learn practical trading skills and technical analysis.

參考書目 Reference Books

自編

Self-edited

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
平時
Usually
20 出缺席、課堂表現
作業
Homework
20 模擬交易進行的態度、成果及報告
期中考
midterm exam
30
期末考
final exam
30

授課大綱 Course Plan

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相似課程 Related Courses

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 1921
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Wednesday/6,7,Thursday/6[SS206]
  • 授課教師 Teacher:
    賀惠玲
  • 修課班級 Class:
    經濟系2-4
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 58 人

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