| 當期課號 | 7014 | Course Number | 7014 |
|---|---|---|---|
| 授課教師 | 方世詮 | Instructor | FANG,SHIH CHUAN |
| 中文課名 | 金融機構與市場 | Course Name | Financial Institution and Markets |
| 開課單位 | 財務金融系碩士班一A | Department | |
| 修習別 | 必修 | Required/Elective | Required |
| 學分數 | 3 | Credits | 3 |
| 課程目標 | 本課程旨在探討金融市場之原理與實務，金融機構之產業研究金融機構之管理，中央銀行之運作及其貨幣政策，國際金融體系之探討。同時會談論一些新金融商品及金融創新等主題。 | Objectives | Overview and study of financial markets, the financial institutions industry, the management of financial institutions, central banking and conduct of monetary policy, the intermational financial system, financial derivatives and financial inmovation. |
| 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/~phfang | ||
| 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 |