課程名稱 |
風險管理 Risk Management |
開課學期 |
103-1 |
授課對象 |
管理學院 會計學研究所 |
授課教師 |
曾郁仁 |
課號 |
Fin7017 |
課程識別碼 |
723 M1800 |
班次 |
|
學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期五2,3,4(9:10~12:10) |
上課地點 |
管二301 |
備註 |
財金所學生勿修。 限碩士班以上 且 限本系所學生(含輔系、雙修生) 總人數上限:45人 |
|
|
課程簡介影片 |
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
課程概述 |
This course is aimed to provide an introduction to derivatives, in particular to futures and options, and their applications in risk management. Not only the products but also their markets will be covered with details. If time is allowed, swaps will also be covered. The sequence of topics will be options, futures and forward, and then swaps. |
課程目標 |
After completing the course students should:
Understand the general ideas and concepts of futures and options contracts,
Be familiar with the market practices of futures and options markets,
Be clear about the roles of derivatives in risk management, and
Be able to implement various trading and hedging strategies with futures and options.
|
課程要求 |
Midterm: 40%. Final: 50%. Participation: 10%. |
預期每週課後學習時數 |
|
Office Hours |
|
指定閱讀 |
|
參考書目 |
NA |
評量方式 (僅供參考) |
|
|