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課程名稱 |
期貨與選擇權市場
Futures and Options Markets |
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開課學期 |
110-1 |
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授課對象 |
管理學院 財務金融學研究所 |
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授課教師 |
張森林 |
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課號 |
Fin7027 |
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課程識別碼 |
723 M4400 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期一7,8,9(14:20~17:20) |
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上課地點 |
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備註 |
本課程中文授課,使用英文教科書。財金組9選3、財工組5選4、風管組5選1。上課教室：管二研六。
限碩士班以上
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1101Fin7027_ |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
This course begins with a description of futures and options markets covering the function and operation of the exchanges. Trading strategies such as speculation strategies, spreading strategies, combination strategies and hedging strategies are discussed with real word examples. Various pricing techniques are then investigated and compared. Students are required to take part in a trading game. |
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課程目標 |
To familiarize students with the functions of derivative exchanges, the risk and return of various trading/hedging strategies, the techniques of derivative pricing and the framework of risk management. |
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課程要求 |
待補 |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
待補 |
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參考書目 |
Hull , Options, Futures and Other Derivative Securities, Prentice-Hall
International, 9th. ed., 2015. (Required) |
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評量方式
(僅供參考) |
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