當期課號 |
1073 |
Course Number |
1073 |
授課教師 |
金鐵英 |
Instructor |
JIN,TIE IN |
中文課名 |
選擇權市場 |
Course Name |
Options |
開課單位 |
財務金融系(四日)三A |
Department |
|
修習別 |
選修 |
Required/Elective |
Elective |
學分數 |
2 |
Credits |
2 |
課程目標 |
本課程目標在於傳授選擇權市場的基本理論與實務運作,內容包括:股票選擇權、股指選擇權、利率選擇權、匯率選擇權、與期貨選擇權。 |
Objectives |
This course is designed for undergraduate students to understand the fundamental theories and practical operation of the global options markets. The underlying assets essentially included equities, interest rates, foreign exchanges, and futures. |
教材 |
期貨與選擇權, 金鐵英金鐵珊著, 新陸書局出版, 2010 |
Teaching Materials |
期貨與選擇權, 金鐵英金鐵珊著, 新陸書局出版, 2010 |
成績評量方式 |
The average of all quizes plus/minus frequency of attendancy/vacancy. |
Grading |
The average of all quizes plus/minus frequency of attendancy/vacancy. |
教師網頁 |
|
教學內容 |
1. Mechanics of Options Markets 2. Hedging Strategies Uwsing Optionss 3. Interest Rates 4. Determination of Options Prices 5. Interest Rate Options 6. Foreign exchange Options 7. Equity Options |
Syllabus |
1. Mechanics of Options Markets 2. Hedging Strategies Uwsing Optionss 3. Interest Rates 4. Determination of Options Prices 5. Interest Rate Options 6. Foreign exchange Options 7. Equity Options |