課程資訊
課程名稱
 期貨與選擇權市場
FUTURES AND OPTIONS MARKETS 
開課學期
 97-1 
授課對象
 管理學院  財務金融學系  
授課教師
 王耀輝 
課號
 Fin3018 
課程識別碼
 703E43510 
班次
  
學分
 3 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期四6,7,8(13:20~16:20) 
上課地點
 管二103 
備註
 本課程以英語授課。
總人數上限：80人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/971futuresoptions 
課程簡介影片
 
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課程概述

This course is aimed to provide an introduction to derivatives markets, in particular to futures and options markets. Not only the products but also their markets will be covered with details. If time is allowed, swaps will also be covered. The sequence of topics will be options, futures and forward, and then swaps. 

課程目標
 After completing the course students should:
•(836e)Understand the general ideas and concepts of futures and options contracts,
•(836e)Be familiar with the market practices of futures and options markets, and
•(836e)Be able to implement various trading and hedging strategies with futures and options.
 
課程要求
 Coursework: 20%. Midterm: 30%. Final: 40%. Participant and overall performance: 10%.  
預期每週課後學習時數
  
Office Hours
 每週二 10:00~12:00 
指定閱讀
  
參考書目
 Chance, D. and R. Brooks, 2006, An Introduction to Derivatives Markets and
Risk Management, 7th edition, Thomson South-Western. 
評量方式
(僅供參考)
    
課程進度
週次
日期
單元主題
Week 1
 9/18  Introduction 
Week 2
 9/25  Introduction to Futures and Options Markets 
Week 3
 10/2  Structure of Option Markets 
Week 4
 10/9  Principles of Option Pricing 
Week 5
 10/16  Principles of Options Pricing  
Week 6
 10/23  The Binomial Model 
Week 7
 10/30  The Binomial Model 
Week 8
 11/6  Black-Scholes Model 
Week 9
 11/13  Mid-term 
Week 10
 11/20  Black-Scholes Model 
Week 11
 11/27  Black-Scholes Model & Basic Option Strategies 
Week 12
 12/4  Basic & Advanced Option Strategies 
Week 13
 12/11  Talk: Hedge fund 
Week 14
 12/18  Advanced Option Strategies & The Structure of Forward and Futures Markets 
Week 15
 12/25  Principles of Pricing Forwards, Futures and Options on Futures 
Week 16
 1/1  New Year Day 
Week 17
 1/8  Review