6194 - 資產訂價
Asset Pricing
教育目標 Course Target
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.
課程概述 Course Description
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.
參考書目 Reference Books
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,.]
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
期中考 Midterm exam |
50 | 無 |
|
期末考 Final exam |
50 | 無 |
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: 6194
- 學分 Credit: 0-3
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上課時間 Course Time:Thursday/2,3,4[M428]
-
授課教師 Teacher:郭一棟
-
修課班級 Class:統計博3
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