朝陽科技大學 099學年度第2學期教學大綱
Options 選擇權市場

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
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