介紹主要衍生性商品契約之內容、交易策略、及評價方式。探討衍生性商品契約設計之原理及市場運作之機制。Introduces the contents, trading strategies, and evaluation methods of major derivatives contracts. Discuss the principles of derivatives contract design and the mechanism of market operation.
本課程首先將對衍生性金融商品市場做一廣泛的介紹，其次針對各類商品包括：遠期合約、期貨、選擇權與交換合約等，其交易方式、評價原理與操作策略等方面進行探討。
This course will first give a broad introduction to the derivative financial product market, and then discuss various types of commodities including: forward contracts, futures, options and exchange contracts, etc., as well as their trading methods, evaluation principles and operating strategies.
張傳章 , 期貨與選擇權, 雙葉書廊。
Zhang Chuanzhang, Futures and Options, Shuangye Book Gallery.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 平常成績平常成績 normal grades |
50 | 含作業及上課參與狀況 |
| 期中考期中考 midterm exam |
25 | |
| 期末考期末考 final exam |
25 |
