課 程 概 述
Course Description

課程編碼
Course Code
中文課程名稱
Course Name (Chinese)
英文課程名稱
Course Name (English)
總學分數
Credits
總時數
Hours
4807029 期貨市場 Futures Markets 3.0 3
中文概述
Chinese Description
本課程的主要目的是讓學生瞭解目前金融市場相當普遍的衍生性金融商品--期貨,期貨的主要目的是提供投資者避險及投機的工具,並具有價格發現的功能,可讓投資者更有彈性地操作其投資組合,為現代投資不可或缺乏工具。本課程前半段旨在介紹期貨與交換之最新理論發展與應用,包括期貨定價理論模式、期貨套利、期貨避險策略及其他方面之應用。藉由課程講授、問題思考、衍生性金商品定價模式推導,期能奠定學習者在本課程後半段,研讀與發掘與期貨相關領域學術性論文之基礎。本課程包括以下主題:1) 期貨簡介2) 期貨市場3) 期貨避險4) 遠期契約與期貨價格5) 股價指數期貨契約6) 外匯期貨契約7)商品期貨契約8) 利率與存續期間9) 利率期貨契約10) 交換
英文概述
English Description
The goal of this course is to provide a basic understanding of futures, which is one of the most popular derivatives in financial markets. Futures can provide three functions for financial markets, including hedge, arbitrage and price discovery. These functions can provide investors a flexible way in portfolio management. So futures are important tools in modern investment. The former part of this course is to introduce the theory development and applications of futures and swaps, including futures pricing, arbitrage, hedging strategies and the other applications. The latter part will focus on reading and discussing the academic papers about futures markets. In summary, the topics of this course includes: 1) Introduction 2) Futures Markets 3) Use of Futures for Hedging 4) Forward and Futures Prices 5) Stock Index Futures Contracts 6) Foreign Currency Futures Contracts 7) Futures Contracts on Physical Commodities 8) Interest Rates and Duration 9) Interest Rate Futures Contracts 10) Swap

備註:

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