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
期末考
Final exam
35
小考
Small exam
20
出席
Attend
10

授課大綱 Course Plan

點擊下方連結查看詳細授課大綱
Click the link below to view the detailed course plan

查看授課大綱 View Course Plan

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
  • 修課班級 Class:
    財金系3A
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 89 人

交換生/外籍生選課登記

請點選上方按鈕加入登記清單,再等候任課教師審核。
Add this class to your wishlist by clicking the button above.