| 當期課號 | 7022 | Course Number | 7022 |
|---|---|---|---|
| 授課教師 | 李瑞琳 | Instructor | LEE,RUEY LIN |
| 中文課名 | 期貨與選擇權市場 | Course Name | Futures and Options |
| 開課單位 | 財務金融系碩士班二A | Department | |
| 修習別 | 選修 | Required/Elective | Elective |
| 學分數 | 3 | Credits | 3 |
| 課程目標 | 期貨與選擇權之基本概念、價格決定方法、交易流程與市場上實際商品之介紹 | Objectives | This course provides on the one hand working knowledge , and the other hand theorectical basic knowledge of futures and options markets . |
| 教材 | Hull, fundamental of futures and options markets | Teaching Materials | Hull, fundamental of futures and options markets |
| 成績評量方式 | mid-term exam 40% final exam 40% other 20% |
Grading | mid-term exam 40% final exam 40% other 20% |
| 教師網頁 | http://www.cyut.edu.tw/~rllee | ||
| 教學內容 | 1. Mechanics of Futures Markets 2. Hedging Strategies Uwsing Futures 3. Interest Rates 4. Determination of Forward and Futures Prices 5. Interest Rate futures 6. Swaps 7. Mechanics of Options Markets 8.Properties of Stock Options 9. Trading Strategies Involving Options 10. Introduction to Binomial Trees 11. Valuing Stock Options: the Black-Scholes Model 12. Options on Stock Indices and Currencies 13. Futures Options 14. The Greek Letters 15. Valuation Using Binomial Trees 16. Volatility Smiles |
Syllabus | 1. Mechanics of Futures Markets 2. Hedging Strategies Uwsing Futures 3. Interest Rates 4. Determination of Forward and Futures Prices 5. Interest Rate futures 6. Swaps 7. Mechanics of Options Markets 8.Properties of Stock Options 9. Trading Strategies Involving Options 10. Introduction to Binomial Trees 11. Valuing Stock Options: the Black-Scholes Model 12. Options on Stock Indices and Currencies 13. Futures Options 14. The Greek Letters 15. Valuation Using Binomial Trees 16. Volatility Smiles |