| 當期課號 | 7029 | Course Number | 7029 |
|---|---|---|---|
| 授課教師 | 洪志興 | Instructor | HUNG,CHIH HSING |
| 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 | 1.Derivatives principles and practice/Rangarajan K. sundaram 2.Options futures and other Derivatives./john c. Hull. |
Teaching Materials | 1.Derivatives principles and practice/Rangarajan K. sundaram 2.Options futures and other Derivatives./john c. Hull. |
| 成績評量方式 | 平常與報告成績 40% 期中考成績 30% 期末考成績 30% |
Grading | Homework and Report 40% Midterm 30% Final Exam 30% |
| 教師網頁 | http://lms.ctl.cyut.edu.tw/2009171 | ||
| 教學內容 | 主題一: 衍生性金融商品導論 主題二: 期貨導論 主題三: 期貨評價 主題四: 期貨交易策略 主題五: 選擇權導論 主題六: 選擇權價格和交易策略 主題七: 買權賣權等價理論 主題八: Black-Scholes 公式 主題九: 選擇權二項式定價模型 |
Syllabus | Lecture 1: introduction to financial derivatives Lecture 2: introduction to futures market and its products Lecture 3: pricing futures Lecture 4: trading strategies for futures Lecture 5: introduction to option market and its products Lecture 6: option pricing and trading strategies Lecture 7: put-call parity Lecture 8: Black-Scholes theory Lecture 9: binomial model for option pricing |