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course information of 109 - 2 | 1742 Option Theorem and Application(選擇權理論與應用)

1742 - 選擇權理論與應用 Option Theorem and Application


教育目標 Course Target

使學生瞭解:選擇權交易之運作、選擇權權利金的決定。有機會進行實務操作交易、實際體會期貨與選擇權交易及兩種交易之搭配。課程將介紹選擇權發展源由,選擇權交易所、一般產品及期貨選擇權交易之運作、選擇權權利金的決定、選擇權價格模式及選擇權投資策略。進行模擬交易並與各種技術分析的方法結合。To enable students to understand: the operation of option trading and the determination of option premiums. Have the opportunity to conduct practical transactions and experience futures and options trading as well as the combination of the two types of transactions. The course will introduce the origin of the development of options, the operation of options exchanges, general products and futures option trading, the determination of option premiums, option price models and option investment strategies. Conduct simulated trading and combine it with various technical analysis methods.


課程概述 Course Description

公平交易法係經濟基本法,自民國81 年2 月4 日施行以來,迄今已逾15 年,全部條文共計49 條,藉此規範經濟活動中各式各樣的交易行為,為國內市場建立公平合理的競爭規範,以達成維護交易秩序與消費者利益,確保公平競爭,促進經濟之安定與繁榮之立法宗旨。本課程授課內容主要是按照公平交易法條文體系依序論述,分為「總則」、「限制競爭」、「不公平競爭行為」、「公平交易委員會」、「法律責任」等篇,並彙集本會實際作成之案例,依其行為態樣編排於各篇之中。因此特過本課程之介紹,有助於學生了解法律規範內容及具體實務運作,對於初次接觸公平交易法者,應有所助益。
The Fair Trade Act is the Basic Economic Law. It has been in effect for more than 15 years since February 4, 1981, and has a total of 49 articles. It regulates various transactions in economic activities and establishes a fair and reasonable basis for the domestic market. Competition regulations to achieve the legislative purpose of maintaining transaction order and consumer interests, ensuring fair competition, and promoting economic stability and prosperity. The teaching contents of this course are mainly discussed in order according to the system of provisions of the Fair Trade Law, which is divided into "General Principles", "Restrictions on Competition", "Unfair Competition Behavior", "Fair Trade Commission", "Legal Liability" and other chapters. The actual cases produced by the association are arranged in each chapter according to their behavior. Therefore, the introduction in this course will help students understand the content of legal regulations and specific practical operations. It should be helpful to those who are exposed to the Fair Trade Act for the first time.


參考書目 Reference Books

期貨與選擇權,廖四郎及王昭文著,新陸書局
Fundamentals of Futures and Options Markets, John C. Hull Pearson
Options, Futures, and Other Derivatives, John C. Hull Pearson
Futures and Options, by Liao Silang and Wang Zhaowen, Xinlu Book Company
Fundamentals of Futures and Options Markets, John C. Hull Pearson
Options, Futures, and Other Derivatives, John C. Hull Pearson


評分方式 Grading

評分項目 Grading Method 配分比例 Grading percentage 說明 Description
平時成績平時成績
usual results
10
期中考期中考
midterm exam
35
期末考期末考
final exam
35
交易交易
trade
20 作業 20% 虛擬交易(包含:最初交易日期,最後交易日期(交易日數太少 會被扣分),掛單,成交量,名次)

授課大綱 Course Plan

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Course Information

Description

學分 Credit:0-3
上課時間 Course Time:Thursday/5,6,7[SS201]
授課教師 Teacher:賀惠玲
修課班級 Class:經濟系2-4
選課備註 Memo:一般組及產經組指定選修學分,不辦理老師簽名選課
授課大綱 Course Plan: Open

選課狀態 Attendance

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目前選課人數為 62 人。

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