1346 - 衍生性金融商品

Financial Derivatives

教育目標 Course Target

本課程首先介紹期貨與選擇權的基本理論與實務概念,並熟悉全球及台灣衍生性金融商品市場最主要的合約、發展趨勢、市場運作機制、交易策略等,並進而瞭解衍生性金融商品被廣泛運用於規避風險與財務創新的相關應用,再透過實例的解說,同學可掌握當前國內期貨與選擇權市場的現況與未來,使其能將期貨與選擇權之知識,應用於未來職涯上面臨投資衍生性商品實務問題之解析。

This course first introduces the basic theoretical and practical concepts of futures and options, and becomes familiar with the main contracts, development trends, market operation mechanisms, trading strategies, etc. of the global and Taiwanese derivative financial product markets, and then understands that derivative financial products are widely used in regulation. Through the related applications of risk avoidance and financial innovation, and through the explanation of examples, students can grasp the current status and future of the domestic futures and options market, so that they can apply the knowledge of futures and options to the analysis of practical problems faced in investing in derivatives in their future careers.

課程概述 Course Description

諾貝爾經濟學獎得主米勒(Merton M. Miller)曾盛讚「期貨選擇權是二十世紀最偉大的金融創舉!」。相關衍生性金融商品研究蔚為風潮,金融創新與運用亦蓬勃發展,不僅是財金學子之必修,亦倍受企業人士爭相研習。希望透過本門課程認識衍生性金融商品市場的婆娑世界。主要探討的課題有四大類:期貨、選擇權、遠期契約及交換,並針對各類金融商品之規格、評價、案例、操作策略、交易流程與實務運用予以介紹與說明。

Nobel Prize winner in economics Merton M. Miller once praised "futures options as the greatest financial innovation of the twentieth century!". Research on related derivative financial products has become a trend, and financial innovation and application are also booming. It is not only a required course for finance students, but also highly sought after by business people. I hope to understand the turbulent world of derivative financial products market through this course. The main topics discussed are four major categories: futures, options, forward contracts and exchanges, and the specifications, evaluations, cases, operating strategies, transaction processes and practical applications of various financial products are introduced and explained.

參考書目 Reference Books

1.期貨與選擇權(衍生性商品入門經典),黃昱程著,華泰文化
2.期貨交易理論與實務,證券暨期貨市場發展基金會.
3.衍生性金融商品,謝劍平著,智勝出版社

1. Futures and Options (A classic introduction to derivatives), written by Huang Yucheng, Huatai Culture
2. Futures trading theory and practice, Securities and Futures Market Development Foundation.
3. Derivative Financial Products, written by Xie Jianping, Zhisheng Publishing House

評分方式 Grading

評分項目
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配分比例
Percentage
說明
Description
平時成績
usual results
40 出席,上課參與及作業
期中考
midterm exam
30 筆試
期末考
final exam
30 筆試

授課大綱 Course Plan

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 1346
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Wednesday/6,7,8[M155]
  • 授課教師 Teacher:
    楊坤鋒
  • 修課班級 Class:
    國貿系3,4
  • 選課備註 Memo:
    111學年度(含)入學生起列為國際貿易與金融組選修課程。
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 112 人

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