本課程專注在衍生性商品的交易與實務，修這一門課之前，學生需先有衍生性商品的概念。在交易方面上，本課程搭配認購權證的交易，為了提昇學生交易的意願，本課程設計以競賽的方式進行，並鼓勵學生組隊參加證券商會的權證比賽。在實務方面，本課程將專注選擇權的評價及避險上，評價包含原理及實務需注意的問題，在避險上包含權證避險實務，及探討避險的效益及成本。This course focuses on the trading and practice of derivative commodities. Before taking this course, students need to have the concept of derivative commodities. In terms of trading, this course is paired with the trading of subscription warrants. In order to enhance students' willingness to trade, this course is designed to be conducted in a competition format, and students are encouraged to form teams to participate in the warrant competition of the Securities Chamber of Commerce. In terms of practice, this course will focus on the evaluation and hedging of options. The evaluation includes principles and practical issues that need attention. The hedging includes the practice of warrant hedging, and discusses the benefits and costs of hedging.
無
without
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| AttendanceAttendance attendance |
20 | |
| Mid-term examMid-term exam mid-term exam |
40 | |
| Presentation and assignmentPresentation and assignment presentation and assignment |
40 |
