On successful completion of the course unit students will be familiar with concepts of financial derivatives and mechanism of these markets, and understand how to use financial derivatives as a investment vehicle.The concept of financial derivatives include pricing mechanism, speculating, and hedging. The mechanism of markets also will be covered. Then, student will learn how to use financial derivatives as investment vehicles.On successful completion of the course unit students will be familiar with concepts of financial derivatives and mechanism of these markets, and understand how to use financial derivatives as an investment vehicle. The concept of financial derivatives include pricing mechanism, speculating, and hedging. The mechanism of markets also will be covered. Then, students will learn how to use financial derivatives as investment vehicles.
The first part of the course unit is concerned with an introduction of various financial derivatives and the derivative markets and special attention will be paid to the Taiwanese market. The second part of the course will involve with components affecting the prices of derivatives and with discussion of how the derivatives are used in the market.
The first part of the course unit is concerned with an introduction of various financial derivatives and the derivative markets and special attention will be paid to the Taiwanese market. The second part of the course will involve with components affecting the prices of derivatives and with discussion of how the derivatives are used in the market.
Hull J. C., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3
The following book may be referred in the course if necessary:
張傳章, 2010, “期貨與選擇權”,雙葉, 第二版，ISBN:986-7433-11-4
Hull J. C., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3
The following book may be referred in the course if necessary:
Zhang Chuanzhang, 2010, "Futures and Options", Shuangye, second edition, ISBN: 986-7433-11-4
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Half term examHalf term exam half term exam |
30 | |
| Final examFinal exam final exam |
30 | |
| TestsTests tests |
20 | 兩次小考（期中考前一次；期中考後一次） |
| AttendanceAttendance attendance |
20 | 同學缺席1次則得9，2次則得8分，3次則得7分，以此類推，遲到早退算未到。遲到的定義以老師的點名時間為準 |
