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課程名稱 |
財務工程一
FINANCIAL ENGINEERING(I) |
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開課學期 |
99-1 |
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授課對象 |
管理學院 國際企業學研究所 |
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授課教師 |
郭家豪 |
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課號 |
IB7044 |
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課程識別碼 |
724 M1980 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期五5,6,7(12:20~15:10) |
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上課地點 |
管二102 |
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備註 |
財務工程組七選四必修。
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/991Financialenginee |
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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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課程概述 |
COURSE OUTLINE
1. Introduction (Chapter 1)
2. Futures and Forward (Chapters 2-5)
3. Interest-Rate Futures (Chapter 6)
4. Interest-Rate Swaps (Chapter 7)
5. Options Markets (Chapter 8)
6. Basic Properties and Trading Strategies of Stock Options (Chapters 9-10)
7. Stock Options Pricing (Chapters 11-13, 16)
8. Options on Stock Indices, Currencies, and Futures (Chapter 15)
9. The Greek Letters (Chapter 17)
10. Volatility smiles (Chapter 18)
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課程目標 |
The major goal of this course is to provide students with complete understanding of many financial markets and products. Topics such as forward and futures, swaps, and options will be fully covered. In addition, the basic pricing methods of these innovative products will be emphasized in this course. Finally, even to a MBA student, the knowledge mentioned in this course is sure to be helpful for his (or her) future career. |
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課程要求 |
Midterm Examination 40%
Final Examination 40%
Class Participation or some Homework 20%
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預期每週課後學習時數 |
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Office Hours |
另約時間 |
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指定閱讀 |
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參考書目 |
Options, Futures, and Other Derivatives, by J. C. Hull, 7th ed. |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Midterm Examination |
40% |
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2. |
Final Examination |
40% |
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3. |
Class Participation or some Homework |
20% |
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週次 |
日期 |
單元主題 |
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第9週 |
11/12 |
Midterm Examination |
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