南台課程大綱
學年度 102學年第二學期 系所 財金系
課程名稱 期貨與選擇權(B) 班級 四技財金四甲,四技財金四乙,四技財金四丙
授課教師 李源明 點 閱 次 數 33
選修
選修
課程概述
This course is to introduce fundamental features of the futures and options contracts. Trading strategies that associate with hedging and pricing are also involved in this course.
課程目標
This course not only provides basic analysis under theoretically systematic framework, we also provide fruitful opportunities to induce students to work on assigned exercises periodically to get some tastes of the futures and options practically.
課程大綱
1.衍生性金融商品簡介
2.期貨市場概況
3.期貨價格之決定
4.期貨之套利,避險與投機操作策略
5.股價指數, 利率期貨, 與外匯期貨
6.選擇權市場概況
7.選擇權之基本交易策略
8.選擇權之定價模式
9.股價指數, 外幣, 及期貨選擇權
10.利率選擇權及非標準化利率交換合約
英文大綱
1.Introduction to derivative instruments
2.Introduction to futures markets
3.Determinations of futures prices
4.Arbitraging, hedging and speculating strategies using futures
5.Index futures,interest rate futures, and foreign exchange rate futures
6.Introduction to options markets
7.Elementary options trading strategies
8.Options pricing formula
9.Options on stock indices, currencies and futures contracts
10.Options on interest rates and non-standardized interest rate swap
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