5875 - 期貨與選擇權

Futures and Options Markets

教育目標 Course Target

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.

課程概述 Course Description

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.

參考書目 Reference Books

(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 Selection Market, John Hull, Hu Cixili.

評分方式 Grading

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Description
平時成績
Regular achievements
30
期中考
Midterm exam
30
期末考
Final exam
40

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必修-6012
財金碩1 陳昭君 一/8,9,10 3-0 詳細資訊 Details

課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 5875
  • 學分 Credit: 3-0
  • 上課時間 Course Time:
    Tuesday/6,7,8[M479]
  • 授課教師 Teacher:
    胡次熙
  • 修課班級 Class:
    企管碩1,2
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 6 人

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