This course will focus on utility function for different perspectives of investors. Also, we will learn portfolio theory and market efficient hypothesis. Moreover, derivatives securities will be provided and discussed.This course will focus on utility function for different perspectives of investors. Also, we will learn portfolio theory and market efficient hypothesis. Moreover, derivatives securities will be provided and discussed.
This course is designed to provide an in-depth analysis of derivatives. We will introduce four categories of financial derivatives: futures contracts, forward contracts, options and swaps, and focus on how these markets work, how they can be used, and what determines prices in them.
This course is designed to provide an in-depth analysis of derivatives. We will introduce four categories of financial derivatives: futures contracts, forward contracts, options and swaps, and focus on how these markets work, how they can be used, and what determines prices in them.
Hull J. C., 2012, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 0273759078
Cochrane John H. Asset Pricing, 2005. [C,.]
Cuthbertson K., Nitzsche D. Quantitative Financial Economics [CN,.]
Hirshleifer J.Speculation and Equilibrium: Information, Risk, and
Markets. The Quarterly Journal of Economics, Vol. 89, No. 4 (Nov.,
1975), pp. 519-542 [Hi].
Hull John, C. Options, Futures and other Derivatives, 2009. [H,.]
Mas-Colell A. Whinston M.D., Green J.R. Microeconomic Theory,
1995. [MC,.]
Ross Levine. Finance and Growth: Theory and Evidence. [R,.]
Varian Hal R. Microeconomic Analysis, 1992. [V,.]
Hull J. C., 2012, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 0273759078
Cochrane John H. Asset Pricing, 2005. [C,.]
Cuthbertson K., Nitzsche D. Quantitative Financial Economics [CN,.]
Hirshleifer J.Speculation and Equilibrium: Information, Risk, and
Markets. The Quarterly Journal of Economics, Vol. 89, No. 4 (Nov.,
1975), pp. 519-542 [Hi].
Hull John, C. Options, Futures and other Derivatives, 2009. [H,.]
Mas-Colell A. Whinston M.D., Green J.R. Microeconomic Theory,
1995. [MC,.]
Ross Levine. Finance and Growth: Theory and Evidence. [R,.]
Varian Hal R. Microeconomic Analysis, 1992. [V,.]
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 期中考期中考 Midterm exam |
50 | 無 |
| 期末考期末考 Final exam |
50 | 無 |
