|
週次 |
日期 |
單元主題 |
|
第1週 |
9/20 |
Introduction to futures market (1 Hull) |
|
第2週 |
9/27 |
pricing futures (3 Hull) |
|
第3週 |
10/04 |
Hedging with futures (4 Hull) |
|
第4週 |
10/11 |
Index futures and interest rate futures (5 Hull) |
|
第5週 |
10/18 |
Introduction to options market (7 Hull) |
|
第6週 |
10/25 |
Elementary option trading strategies (9 Hull) |
|
第7週 |
11/01 |
General arbitrage relationships (8 Hull) |
|
第8週 |
11/08 |
Welfare aspects of options (handout) |
|
第9週 |
11/15 |
Anniersiry of NTU (holiday) |
|
第10週 |
11/22 |
Midterm exam (open book) |
|
第11週 |
11/29 |
Relevant stochastic calculus (10,12 Hull) |
|
第12週 |
12/06 |
Exact option pricing formula (12 Hull) |
|
第13週 |
12/13 |
Hedging positions in options/portfolio insurance (14 Hull) |
|
第14週 |
12/20 |
Numerical procedures for option pricing (18 Hull) |
|
第15週 |
12/27 |
Estimating volatilities (15,17 Hull) |
|
第16週 |
1/03 |
Alternative option pricing models (20 Hull) |
|
第17週 |
1/10 |
Interest rate models and Interest rate derivatives (22,23 Hull) |
|
第18週 |
1/17 |
Final exams (open book) |