|
週次 |
日期 |
單元主題 |
|
第1週 |
9/17 |
Introduction to futures market |
|
第2週 |
9/24 |
Futures pricing |
|
第3週 |
10/01 |
Hedging with futures |
|
第4週 |
10/08 |
Interest rate futures |
|
第5週 |
10/15 |
Introduction to options market |
|
第6週 |
10/22 |
Elementary option trading strategies |
|
第7週 |
10/29 |
General arbitrage relationships |
|
第8週 |
11/05 |
Welfare aspects of options |
|
第9週 |
11/12 |
Midterm exam (open book) |
|
第10週 |
11/19 |
Relevant stochastic calculus |
|
第11週 |
11/26 |
Exact option pricing formula |
|
第12週 |
12/03 |
Hedging positions in options/portfolio insurance |
|
第13週 |
12/10 |
Numerical procedures for option pricing |
|
第14週 |
12/17 |
Estimating volatilities |
|
第15週 |
12/24 |
Exotic options |
|
第16週 |
12/31 |
Interest rate models |
|
第17週 |
1/07 |
Interest rate derivatives |