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
AB03025 期貨與選擇權 Futures and Options 3.0 3
中文概述
Chinese Description
本課程主要介紹期貨、選擇權與相關衍生性金融商品的理論基礎與實務概念,了解衍生性金融商品在套利、避險與投機策略上的應用。課程內容包含期貨與選擇權兩個部分:在期貨議題方面,主要介紹期貨市場的組織結構、期貨契約的理論價格、以及避險策略;在選擇權議題方面,則是涵蓋選擇權市場的介紹、選擇權的理論價格、交易策略、與市場資訊分析。藉由對期貨與選擇權理論基礎的建構,期望能強化同學對於衍生性金融商品的實務應用能力。
英文概述
English Description
This course is designed to introduce students to the theoretical and practical aspects of financial futures, options, and other derivatives. Derivatives have become one of the most important tools of modern finance, from both the academic and the practical standpoint. They are used for compensation, speculation, yield enhancements of investments, and, most importantly, for risk management. This course consists of two parts. The first part of the course deals with futures issues including the structure of futures markets, pricing of futures contracts, and hedging with such contracts. The second part of the course deals with options issues including options markets, strategies, pricing, and hedging analysis. Students will learn about the theoretical underpinnings and the practical applications in real world of derivative securities.

備註:

  1. 本資料係由本校各教學單位、教務處課務組、進修部教務組、進修學院教務組及計網中心所共同提供!
  2. 本資料僅供參考,正式資料仍以教務處、進修部、進修學院所公佈之書面資料為準。