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1670 - 衍生性金融商品(二) Financial Derivatives (II)


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。課程將介紹選擇權發展源由,選擇權交易所、一般產品及期貨選擇權交易之運作、選擇權權利金的決定、選擇權價格模式及選擇權投資策略。進行模擬交易並與各種技術分析的方法結合。Let students understand: the operation of choice of rights trading, the decision of choice of rights funds, the choice of rights price model and choice of rights investment strategy. There is an opportunity to conduct practical operation transactions, actual futures and option transactions and two transactions. The course will introduce the source of the selection rights development, including the operation of the selection rights exchange, general products and futures option transactions, the decision of the selection rights fund, the selection rights price model and the selection rights investment strategy. Conduct simulated transactions and combine them with various technical analysis methods.


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 starts with the development of rights, and then allows students to understand the choice of rights exchanges, the operation of choice of rights trading, the decision of choice of rights funds, the choice of rights price model and choice of rights investment strategy. Mock futures and option trading will be conducted in the middle of the period so that students will have the opportunity to actually match futures and option trading and two transactions in addition to theory. After conducting the simulated transaction, various technical analysis methods will be introduced during the course, and combined with the simulated transaction, 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 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 Grading percentage 說明 Description
平時平時
Regular
21 出缺席、課堂表現、作業
作業作業
Action
25 模擬交易進行的態度、成果
期中考期中考
Midterm exam
27
期末考期末考
Final exam
27

授課大綱 Course Plan

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相似課程 Related Course

必修-1674 Financial Derivatives (II) / 衍生性金融商品(二) (財金系3B,授課教師:陳昭君,二/5,6,7[M228])

Course Information

Description

學分 Credit:0-3
上課時間 Course Time:Monday/6,7,8[M228]
授課教師 Teacher:賀惠玲
修課班級 Class:財金系3A
選課備註 Memo:
授課大綱 Course Plan: Open

選課狀態 Attendance

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