| 當期課號 | 3129 | Course Number | 3129 |
|---|---|---|---|
| 授課教師 | 顏盟 | Instructor | YEN,MENG FENG |
| 中文課名 | 期貨與選擇權 | Course Name | Futures & Options |
| 開課單位 | 財務金融系(四進)四A | Department | |
| 修習別 | 選修 | Required/Elective | Elective |
| 學分數 | 3 | Credits | 3 |
| 課程目標 | 鑒於台灣期貨選擇市場的蓬勃發展，本課程的設計旨在幫助畢業後有心踏入該市場並成為專業期權交易員、期權投資顧問，或想嘗試自己投資的學生獲得應有的基本知識。上課內容含括各種期權商品的介紹、期貨選擇權的定價和操作策略、以及如何使用期貨選擇權來作避險和套利。 | Objectives | The need for finance students to understand the derivatives market has been increasing due to the boom of the local futures and options market. For those who want to become a professional derivatives trader or consultant in this area after graduation, this course will provide them with knowledge about this market, skills in pricing futures and options. Additionally, course participants will learn how to do hedging and making risk-free arbitrage profits with futures or options. |
| 教材 | 教科書:衍生性金融商品-選擇權.期貨與交換(陳威光著,智勝文化出版) power point slides |
Teaching Materials | |
| 成績評量方式 | 小考7次:70%(10%/次) 期權虛擬交易競賽及期末交易策略作業:30% 上課表現和出席額外加分:5% |
Grading | 7 tests: 70% (5%/each) trading grade and final report:30% class participation: additional 5% |
| 教師網頁 | http://www.cyut.edu.tw/~yenmf | ||
| 教學內容 | 鑒於台灣期貨選擇市場的蓬勃發展,本課程的設計旨在幫助畢業後有心踏入該市場並成為專業期權交易員.期權投資顧問,或想嘗試自己投資的學生獲得應有的基本知識. 上課內容含括各種期權商品的介紹,期貨選擇權的定價和操作策略,以及如何使用期貨選擇權來作避險和套利. | Syllabus | The need for finance students to understand the derivatives market has been increasing due to the boom of the local futures and options market. For those who want to become a professional derivatives trader or consultant in this area after graduation, this course will provide them with knowledge about this market, skills in pricing futures, options, forwards, and swaps, and so on. Additionally, course participants will learn how to do hedging and making risk-free arbitrage profits with futures or options. |