1508 - 衍生性金融商品(二)
Financial Derivatives (II)
教育目標 Course Target
On successful completion of the course unit students will be able
To price financial derivatives and understand their markets
To hedge the risk of financial derivatives
To understand other derivatives, such as interest rate derivatives, exotic derivatives, and other derivatives.
Derivatives II focus on pricing and hedging options. Students are expected to know how to price options and implement hedging strategies. More advanced derivatives will be introduced.
On successful completion of the course unit students will be able
To price financial derivatives and understand their markets
To hedge the risk of financial derivatives
To understand other derivatives, such as interest rate derivatives, exotic derivatives, and other derivatives.
Derivatives II focus on pricing and hedging options. Students are expected to know how to price options and implementing hedging strategies. More advanced derivatives will be introduced.
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., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3
Hull J. C., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3
評分方式 Grading
評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
---|---|---|
期中考 Midterm exam |
35 | 無 |
期末考 Final exam |
35 | 無 |
小考 Small exam |
20 | 無 |
出席 Attend |
10 | 無 |
授課大綱 Course Plan
點擊下方連結查看詳細授課大綱
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相似課程 Related Courses
課程代碼 Course Code |
課程名稱 Course Name |
授課教師 Instructor |
時間地點 Time & Room |
學分 Credits |
操作 Actions |
---|---|---|---|---|---|
必修-1512
|
財金系3B 陳昭君 | 三/6,7,8[M132] | 0-3 | 詳細資訊 Details |
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 1508
- 學分 Credit: 0-3
-
上課時間 Course Time:Monday/6,7,8[M233]
-
授課教師 Teacher:謝俊魁/郭一棟
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修課班級 Class:財金系3A
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