|
週次 |
日期 |
單元主題 |
|
第1週 |
9/15 |
Introduction to futures market 1 Hull |
|
第2週 |
9/22 |
Determination of futures prices 3 Hull |
|
第3週 |
9/29 |
Hedging strategies using futures 4 Hull |
|
第4週 |
10/06 |
Index futures and interest rate futures 5 Hull |
|
第5週 |
10/13 |
Introduction to options market 7 Hull |
|
第6週 |
10/20 |
Elementary option trading strategies 9 Hull |
|
第7週 |
10/27 |
General arbitrage relationships 8 Hull |
|
第8週 |
11/03 |
Welfare aspects of options handout |
|
第9週 |
11/10 |
Midterm exam (open book) |
|
第10週 |
11/17 |
Relevant stochastic calculus 10,12 Hull |
|
第11週 |
11/24 |
Exact option pricing formula 12 Hull |
|
第12週 |
12/01 |
Hedging positions in options/portfolio insurance 14 Hull |
|
第13週 |
12/08 |
Options on stock indices, currencies and futures contracts 13 Hull |
|
第14週 |
12/15 |
Numerical procedures for option pricing 18 Hull |
|
第15週 |
12/22 |
Estimating volatilities 15,17 Hull |
|
第16週 |
12/29 |
Alternative option pricing models 20 Hull |
|
第17週 |
1/05 |
Interest rate models and Interest rate derivatives 22,23 Hull |