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.
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 begins with the origins of futures development, and then discusses the differences between futures and forward trading, allowing students to understand futures exchanges, the operation of futures trading, the content of futures contracts, and the types and differences of futures orders. When students have a preliminary understanding, they will start to simulate futures trading, so that in addition to theory, students can have the opportunity to actually experience futures trading. Various trading strategies for futures and options under different circumstances will also be discussed in the course. After conducting simulated futures trading, various technical analysis methods will be introduced in the course and combined with simulated trading, and students will be required to submit reports at the end of the semester. This course expects students to have the opportunity to learn not only theory, but also other aspects such as practical trading skills and technical analysis.
(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 |
|---|---|---|
| 平時成績平時成績 usual results |
30 | |
| 期中考期中考 midterm exam |
30 | |
| 期末考期末考 final exam |
40 |
