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 implement hedging strategies. More advanced derivatives will be introduced.
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.
Hull J. C., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3
Hull J. C., 2014, “Fundamental is of futures and options markets”, eighth edition, Prentice-hall, ISBN: 978-0-13-338285-3
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 期中考期中考 midterm exam |
35 | 無 |
| 期末考期末考 final exam |
35 | 無 |
| 小考小考 Quiz |
20 | 無 |
| 出席出席 Attend |
10 | 無 |
