| 課程目標 |
新金融商品包了Futures, Options, Swaps, IRS, FRA等。本系已將Futures and Options列為必修，是故本新金融商品一個學期選修的課程，將自利率與匯率開始，介紹新金融商品 Swaps，IRS，FRA等。細目包括；即期與遠期匯率、換匯交易、即期與遠期匯利率、風險管理、利率與匯率選擇權等。本課程內容以實務操作為主，理論為輔。最適合未來有志選擇以銀行為就業目標的同學選修。 |
Objectives |
The first part of the course explains each of the important financial engineering tools: FRAs, SAFEs, futures, swaps, and options. The second part shows how the various tools can be used, either singly or in combination, to manage and structure interest rate risk, currency risk, equity risk, and commodity risk. |