| 當期課號 |
7563 |
Course Number |
7563 |
| 授課教師 |
金鐵英 |
Instructor |
JIN,TIE IN |
| 中文課名 |
衍生性金融商品 |
Course Name |
Financial Derivative |
| 開課單位 |
財務金融系碩士在職專班一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 |
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 Futures and Options Markets
2. Hedging Strategies Uwsing Futures and Options
3. Interest Rates
4. Determination of Forward, Futures and Options Prices
5. Interest Rate Futures and Options
6. Foreign exchange Furures and Options
7. Equity Futures and Options |
Syllabus |
1. Mechanics of Futures and Options Markets
2. Hedging Strategies Uwsing Futures and Options
3. Interest Rates
4. Determination of Forward, Futures and Options Prices
5. Interest Rate Futures and Options
6. Foreign exchange Furures and Options
7. Equity Futures and Options |