課程大綱

課程資訊

課程名稱	期貨與選擇權 Futures and Options
開課學期	106-1
授課對象	財務金融學系
授課教師	賴淑青
課號	Fin4001
課程識別碼	703E43530
班次	02
學分	3.0
全/半年	半年
必/選修	必修
上課時間	星期五7,8,9(14:20~17:20)
上課地點	管二305
備註	本課程以英語授課。限本系所學生(含輔系、雙修生) 且限學士班三年級以上總人數上限：80人
Ceiba 課程網頁	http://ceiba.ntu.edu.tw/1061Fin4001_02
課程簡介影片
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課程大綱
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課程概述	The major objective of this course is to promote an in-depth understanding of basic derivatives. Derivatives have become a popular hedging and investment tool over the last several decades and derivatives concepts are required for every advanced finance topic. This course provides students with a framework to understand the fundamental concepts of derivative products (forward and futures, options, swaps, and basic structured products), to develop the necessary skills used in valuing derivative contracts, and to understand a wide variety of issues related to risk management and investment decisions using derivatives.
課程目標	待補
課程要求	PRE-REQUISITE Please refer to the Course Catalogue for the most updated list of pre-requisites / co-requisites for this particular course. COURSE METHODS Class Participation You’re strongly encouraged to attend class lectures regularly as well as participate in class discussion. 5 out of the 10 class participation marks will be based on your class attendance record. I’ll check attendance 5 times throughout the semester. Each accounts for 1 mark. The other 5 marks will be based on how actively you participate in class discussion. Note: It is important that you do not eat in class during the lecture. However, you’re free to take a short break to eat outside the classroom or go to the washroom at any time during the class. Groupings and group size Please form groups of between four and six. You need to form your own group and submit your groupmember list to the TA no later than October 1, 2017. Group Homework Assignments There will be a few group homework assignments throughout the semester. The assignments focus on problem solving. Each assignment is due a week from the date it is announced, unless stated otherwise. I expect each group to submit only one hard copy of the solution, which can be either hand-written or typed. The assignments are designed to help students have a better grasp of the course materials. It’s important you work as a team and help each other understand all of the homework problems. Overdue assignments will be given a zero mark. Examinations There will be a mid-term exam and a cumulative final exam. Both exams are closed-book and closednotes exams and will focus on the materials covered in class. No make-up exams will be allowed. I expect all of you to follow the school’s examination policy. Among other things, you need to bring your own calculator(s) to the exams; you are not allowed to share calculator(s) with one another; you also need to silence your cellular phone and keep it away from the desk during the entire duration of the exams.
預期每週課後學習時數
Office Hours
指定閱讀	待補
參考書目	RECOMMENDED TEXT AND READINGS Required–Derivatives Markets: Pearson New International Edition by Robert L. McDonald, 3rd edition, Pearson Education, 2013 (Available at Tung Hua Book Co. Ltd., Taiwan) Lecture Notes prepared by the instructor will be made available at the school website.
評量方式 (僅供參考)

課程進度

週次	日期	單元主題
第4週	10/06	Note: In Questions 5 and 6, these options all have one-year maturity. Please see the attached file for updates in these two questions in blue color.
第5週	10/13	The homework questions are mostly from end-of-chapter questions, with only slight modifications. I have added to the file the corresponding end-of-chapter question number.
第8週	11/03	Mid-term Exam I (2:20-5:20 pm) Coverage: Chapters 1-4
第11週	11/24	We will discuss Chapters 8 and 9 first (and leave Chapter 7 till a later date). Please bring the lecture notes of the two chapters to this week's class.
第14週	12/15	Mid-term Exam II (2:20-5:20 pm) Coverage: Chapters 5, 8, and 9
第17週	1/05	Final Exam Date: Jan. 12, Friday, 2:20-5:20 pm. Coverage: 13 MCQs from Chapters 10 and 12, and 7 MCQs from Chapters 2-5 and 8-9. (The materials on delta hedge will not be tested.)