1746 - 期貨與選擇權

Futures and Options Markets

教育目標 Course Target

課程之設計主要透過衍生性商品之介紹以及對應之交易策略,期許拓展學生金融商品之專業知識及分析能力,同時建立學生有關避險與風險管理的核心意涵。

The course is designed mainly through the introduction of derivatives products and corresponding trading strategies, hoping to expand students' professional knowledge and analytical skills in financial products, while also establishing students' core concepts about hedging and risk management.

課程概述 Course Description

課程由期貨發展源由開始,接著討論期貨與遠期交易之不同,進而讓同學瞭解期貨交易所、期貨交易之運作、期貨契約之內容、期貨委託單的種類及其不同。當學生有了初步的瞭解,即開始進行模擬期貨交易,俾使學生除了理論之外,更能有機會實際體會期貨交易。期貨及選擇權在不同的情況下的各種交易策略也將陸續在課程中討論。進行模擬期貨交易之後,課程中會介紹各種技術分析的方法,並予模擬交易結合,要求學生學期結束繳交報告。本課程期望學生不僅是理論,其他如實際的交易技巧及技術分析各也都有機會學習。

The course begins with the origins of futures development, and then discusses the differences between futures and forward trading, allowing students to understand futures exchanges, the operation of futures trading, the content of futures contracts, and the types and differences of futures orders. When students have a preliminary understanding, they will start to simulate futures trading, so that in addition to theory, students can have the opportunity to actually experience futures trading. Various trading strategies for futures and options under different circumstances will also be discussed in the course. After conducting simulated futures trading, various technical analysis methods will be introduced in the course and combined with simulated trading, and students will be required to submit reports at the end of the semester. This course expects students to have the opportunity to learn not only theory, but also other aspects such as practical trading skills and technical analysis.

參考書目 Reference Books

Textbook:
廖四郎、王昭文/期貨與選擇權(5版)/新陸書局
Reference Book:
1.謝劍平/期貨與選擇權(5版)/智勝文化
2.Hull, John C./Options, Futures, and Other Derivatives, 9th Edition/Pearson
3.Shreve, Steven E./ Stochastic Calculus for Finance I: The Binomial Asset Pricing Model/Springer

Textbook:
Liao Silang, Wang Zhaowen/Futures and Options (5th edition)/Xinlu Book Company
Reference Book:
1. Xie Jianping/Futures and Options (5th Edition)/Zhi Sheng Culture
2.Hull, John C./Options, Futures, and Other Derivatives, 9th Edition/Pearson
3.Shreve, Steven E./ Stochastic Calculus for Finance I: The Binomial Asset Pricing Model/Springer

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
課堂參與度
class participation
20
小考
Quiz
20 分別於第六週與第十四週執行小考,每次小考佔總成績10%
期中考
midterm exam
25
期末考
final exam
25

授課大綱 Course Plan

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必修-6012
英授 Taught in English 財金碩1,2 郭一棟 三/2,3,4[M332] 0-3 詳細資訊 Details

課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 1746
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Thursday/5,6,7[SS207]
  • 授課教師 Teacher:
    傅信豪
  • 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
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 49 人

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