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 |
---|---|---|---|---|
AB06032 | 衍生性金融商品 | Derivatives | 3.0 | 3 |
中文概述 Chinese Description | 教學目標為幫助學生瞭解衍生性金融市場的運作,如何利用,及其定價模式。內容包括選擇權市場機制的介紹、股票選擇權的特性及其交易策略、Black-Sholes模型、及風險值的討論等。 | |||
英文概述 English Description | The goal is to help students understand how the derivatives markets work, how they can be used, and what determines the price. The course includes the following topics: the options market and its mechanics, properties of the stock options, the trading strategies, the Black-Sholes Model, and the Value at Risk. |
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