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 theories and practical concepts of futures goods and choices, and is familiar with the most important contracts, development trends, market operating mechanisms, trading strategies, etc. in the global and Taiwan derivative financial commodity markets, and then understands that derivative financial commodities are widely used in the industry. Related applications of risk avoidance and financial innovation, and through the explanation of examples, students can grasp the current situation and future of the current domestic futures and option market, so that they can apply futures and option knowledge to the analysis of practical problems of investment derivatives in future careers.
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。
Merton M. Miller, winner of the Nobel Economic Award, once praised "The right to futures is the greatest financial inventor of the 20th century!" Related research on derivative financial commodities is a trend, and financial innovation and use are also booming. It is not only a compulsory practice for financial students, but also highly studied by corporate people. I hope to understand the swaying world of the derivative financial commodity market through this course. The main topics discussed are four categories: futures, choice rights, long-term contracts and transactions, and introduce and explain the specifications, evaluations, cases, operation strategies, transaction processes and practical applications of various financial commodities.
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 Choice Rights (Classic of Derivative Commodities), 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 Liuping, Zhisheng Publishing House
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 平時成績平時成績 Regular achievements |
40 | 出席,上課參與及作業 |
| 期中考期中考 Midterm exam |
30 | 筆試 |
| 期末考期末考 Final exam |
30 | 筆試 |
