衍生性金融商品在金融市場的角色，除了拓展投資標的多樣性相關外，其背後知識更可以協助市場參與者進行風險控管、金融創新與商品定價。本課程將著重於介紹選擇權的評價流程(二項式模型以及Black Scholes模型)並建立學生有關避險與風險管理的核心意涵，透過嚴謹的理論訓練，培養學生理解並具備推導衍生性商品評價與避險的能力。

The role of derivative financial products in the financial market is not only related to expanding the diversity of investment targets, but the knowledge behind them can also assist market participants in risk control, financial innovation and product pricing. This course will focus on introducing the option evaluation process (binomial model and Black Scholes model) and establish students' core meanings about hedging and risk management. Through rigorous theoretical training, students will be able to understand and develop the ability to derive derivative product evaluation and hedging.

Textbook:
1.Hull, John C./Options, Futures, and Other Derivatives, 9th Edition/Pearson
2.Shreve, Steven E./ Stochastic Calculus for Finance I: The Binomial Asset Pricing Model/Springer
3.Shreve, Steven E./ Stochastic Calculus for Finance II: Continuous Models/Springer
Reference Book:
陳松男／金融工程學：金融商品創新、選擇權理論／新陸書局

Textbook:
1.Hull, John C./Options, Futures, and Other Derivatives, 9th Edition/Pearson
2.Shreve, Steven E./ Stochastic Calculus for Finance I: The Binomial Asset Pricing Model/Springer
3.Shreve, Steven E./ Stochastic Calculus for Finance II: Continuous Models/Springer
Reference Book:
Chen Songnan/Financial Engineering: Financial Product Innovation, Option Theory/Xinlu Book Company