1526 - 衍生性商品交易與實務 英授 Taught in English

Derivatives Trading and Practices

教育目標 Course Target

This course focuses on the trading and practical applications of derivatives. Before taking this course, students are expected to have a basic understanding of derivative securities. In terms of trading, the course incorporates warrant trading activities. To enhance students' motivation and participation, the course is designed in a competition format and encourages students to form teams and participate in warrant trading competitions organized by securities firms.

On the practical side, the course emphasizes option pricing and hedging. The pricing component covers both the underlying theories and important practical issues that arise in real-world applications. The hedging component includes warrant hedging practices as well as an examination of the effectiveness and costs of various hedging strategies.

This course focuses on the trading and practical applications of derivatives. Before taking this course, students are expected to have a basic understanding of derivative securities. In terms of trading, the course incorporates warrant trading activities. To enhance students' motivation and participation, the course is designed in a competition format and encourages students to form teams and participate in warrant trading competitions organized by securities firms.

On the practical side, the course emphasizes option pricing and hedging. The pricing component covers both the underlying theories and important practical issues that arise in real-world applications. The hedging component includes warrant hedging practices as well as an examination of the effectiveness and costs of various hedging strategies.

參考書目 Reference Books

without

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
Attendance
Attendance
20
Mid-term exam
Mid-term exam
40
Presentation and assignment
Presentation and assignment
40

授課大綱 Course Plan

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相似課程 Related Courses

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 1526
  • 學分 Credit: 3-0
  • 上課時間 Course Time:
    Thursday/2,3,4
  • 授課教師 Teacher:
    郭一棟
  • 修課班級 Class:
    財金系3,4
  • 選課備註 Memo:
    英文授課。
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 16 人

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