|
週次 |
日期 |
單元主題 |
|
Week 1 |
9/12 |
Introduction |
|
Week 2 |
9/19 |
Structure of Options Markets |
|
Week 3 |
9/26 |
Principles of Option Pricing |
|
Week 4 |
10/03 |
Principles of Option Pricing |
|
Week 5 |
10/10 |
No class: National Day |
|
Week 6 |
10/17 |
Option Pricing Models: The Binomial Model |
|
Week 7 |
10/24 |
Option Pricing Models: The Black-Scholes-Merton Model |
|
Week 8 |
10/31 |
Option Pricing Models: The Black-Scholes-Merton Model |
|
Week 9 |
11/07 |
Mid-term |
|
Week 10 |
11/14 |
Basic Option Strategies |
|
Week 11 |
11/21 |
Advanced Option Strategies |
|
Week 12 |
11/28 |
Advanced Option Strategies |
|
Week 13 |
12/05 |
The Structure of Forward and Futures Markets |
|
Week 14 |
12/12 |
Principles of Pricing Forwards, Futures, and Options on Futures
Futures Arbitrage Strategies |
|
Week 15 |
12/19 |
Introduction to Taiwan Derivatives Marekts |
|
Week 16 |
12/26 |
Forward and Futures Hedging, Spread, and Target Strategies |
|
Week 17 |
1/02 |
No calss: National Holiday |