| 當期課號 |
7050 |
Course Number |
7050 |
| 授課教師 |
李宗政 |
Instructor |
LEE,CHUNG CHENG |
| 中文課名 |
衍生性金融商品 |
Course Name |
Financial Derivative |
| 開課單位 |
企業管理系碩士班二A |
Department |
|
| 修習別 |
選修 |
Required/Elective |
Elective |
| 學分數 |
3 |
Credits |
3 |
| 課程目標 |
瞭解期貨契約與選擇權等其他金融工具的基本意義，並與其他證券之異同有所認知，俾使學生建立起對金融衍生性商品之正確觀念。 1.說明金融衍生性商品市場的意義、角色與功能； 2.期貨市場的功能、合約種類、交易機制、定價模式與避險策略； 3.選擇權市場的功能、交易機制與策略、以及相關定價模式。 |
Objectives |
Futures and options markets have become increasingly important in the world of finance and investment, this course will introduce (1) how these markets work, (2) How they can be used, and (3) what determines prices in them. |
| 教材 |
Hull, John C., Options, Futures, and Other Derivatives, 5th Ed.,2004, Prentice Hall. |
Teaching Materials |
Hull, John C., Options, Futures, and Other Derivatives, 5th Ed.,2004, Prentice Hall. |
| 成績評量方式 |
作業30%，
報告40%，
平時成績(Quiz、參與情形、出席率等)30% |
Grading |
Exercises 30%
Term Paper 40%
Class Participation 30% |
| 教師網頁 |
|
| 教學內容 |
瞭解期貨契約與選擇權等其他金融工具的基本意義，並與其他證券之異同有所認知，俾使學生建立起對金融衍生性商品之正確觀念。
1.說明金融衍生性商品市場的意義、角色與功能；
2.期貨市場的功能、合約種類、交易機制、定價模式與避險策略；
3.選擇權市場的功能、交易機制與策略、以及相關定價模式。 |
Syllabus |
Futures and options markets have become increasingly important in the world of finance and investment, this course will introduce (1) how these markets work, (2) How they can be used, and (3) what determines prices in them. |