On successful completion of the course unit students will be familiar with concepts of financial derivatives and mechanism of these markets, and understand how to use financial derivatives as a investment vehicle.The concept of financial derivatives include pricing mechanism, speculating, and hedging. The mechanism of markets also will be covered. Then, students will learn how to use financial derivatives as investment vehicles.On successful completion of the course unit students will be familiar with concepts of financial derivatives and mechanism of these markets, and understand how to use financial derivatives as a investment vehicle.The concept of financial derivatives include pricing mechanism, speculating, and hedging. The mechanism of markets also will be covered. Then, students will learn how to use financial derivatives as investment vehicles.
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.
Hull J. C., 2023, “Fundamentals of Futures and Options Markets”, Nineth Edition, Prentice-Hall, ISBN: 10-1-292-42211-4
The following book may be referred in the course if necessary:
張傳章, 2010, “期貨與選擇權”,雙葉, 第二版，ISBN:986-7433-11-4
Hull J. C., 2023, “Fundamentals of Futures and Options Markets”, Nineth Edition, Prentice-Hall, ISBN: 10-1-292-42211-4
The following book may be referred in the course if necessary:
Zhang Zhuan, 2010, “Futures and Choice Rights”, Double Leaf, Second Edition, ISBN:986-7433-11-4
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Half term examHalf term exam half term exam |
30 | |
| Final examFinal exam final exam |
30 | |
| TestsTests tests |
20 | two tests |
| AttendanceAttendance attendance |
20 |
