國立中山大學 109學年度第2學期 課程教學大綱
National Sun Yat-sen University 109Academic year Course syllabus
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中文名稱 Course name(Chinese) |
期貨與選擇權概論 |
課號 Course Code |
FM310 |
英文名稱 Course name(English) |
INTRODUCTION TO OPTIONS AND FUTURES |
課程類別 Type of the course |
講授類 | 必選修 Required/Selected | 必修 |
系所 Dept./faculty |
財務管理學系 |
授課教師 Instructor |
鄭義
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學分 Credit |
3 |
因應嚴重特殊傳染性肺炎等傳染病,倘若後續需實施遠距授課,授課方式調整如下: |
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因應嚴重特殊傳染性肺炎等傳染病,倘若後續需實施遠距授課,評分方式調整如下: |
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1.midterm exam:20% 2.final exam:20% 3.homework and assignments:25% 4.attendance:15% 5.team work:20%
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課程大綱 Course syllabus |
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課程目標 Objectives |
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This course would introduce basic theory and the practice of futures and options at first. Then it would cover the major contracts of Taiwan(including China&Hong Kong) financial market, development trend, market operation mechanism and trading strategies to familiarize students with the application of derivative commodities to avoiding risk and financial innovation. With the interpretation of examples, students can not only grasp present and future situation of market but apply what they learn to analyze the problems they face in the future career.
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授課方式 Teaching methods |
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評分方式﹝評分標準及比例﹞Evaluation (Criteria and ratio)等第制單科成績對照表 letter grading reference
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1.midterm exam:35% 2.final exam:35% 3.homework and assignments:15% 4.presentation( " Designing a product" , paper report, oral presentation) :15%
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參考書/教科書/閱讀文獻 Reference book/ textbook/ documents
〔請遵守智慧財產權觀念,不可非法影印。教師所提供之教材供學生本人自修學習使用,不得散播及做為商業用途〕
No copies for intellectual property rights. Textbooks provided by the instructor used only for self-study, can not broadcast or commercial use
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John C. Hull, Options, Futures, and Other Derivatives, 7th Edition, 2008, by Pearson Education, Inc.
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彈性暨自主學習規劃 Alternative learning periods
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每週課程內容及預計進度 Weekly scheduled progress |
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週次 | 日期 | 授課內容及主題 | Week | Date | Content and topic | 1 | 2021/02/21~2021/02/27 | Introduction (Chapter 1) and Syllabus (衍生性商品導論) | 2 | 2021/02/28~2021/03/06 | 228放假 | 3 | 2021/03/07~2021/03/13 | Mechanics of option markets (Chapter 8) (選擇權概論與價格行為) (4小時課程) | 4 | 2021/03/14~2021/03/20 | Properties of stock options (Chapter 9) & Trading strategies involving options (Chapter 10) (買賣權評價公式與應用與選擇權交易策略) (4小時課程) | 5 | 2021/03/21~2021/03/27 | Binomial trees (Chapter 11) & Wiener processes and Ito’s Lemma (Chapter 12) & The Black-Scholes-Merton model (4小時課程) | 6 | 2021/03/28~2021/04/03 | The Black-Scholes-Merton model (Chapter 13) (選擇權理論與應用) | 7 | 2021/04/04~2021/04/10 | 清明節補假 | 8 | 2021/04/11~2021/04/17 | Options on stock indices and currencies (Chapter 15) (4小時課程) | 9 | 2021/04/18~2021/04/24 | Midterm Exam | 10 | 2021/04/25~2021/05/01 | Futures options (Chapter 16) (指數、期貨與外匯選擇權) | 11 | 2021/05/02~2021/05/08 | Credit derivatives (Chapter 23) (信用衍生性商品) (4小時課程) | 12 | 2021/05/09~2021/05/15 | Exotic options (Chapter 24) (奇異選擇權) | 13 | 2021/05/16~2021/05/22 | Mechanics of futures market (Chapter 2) (期貨導論) & Hedging strategies using futures (Chapter 3) (期貨契約特色與保證金制度) (4小時課程) | 14 | 2021/05/23~2021/05/29 | Determination of forward and futures prices (Chapter 5) (期貨合理價格、遠期價格與交易策略) | 15 | 2021/05/30~2021/06/05 | Swap (Chapter 7) (金融交換) | 16 | 2021/06/06~2021/06/12 | Paper report, Oral presentation | 17 | 2021/06/13~2021/06/19 | 端午節放假 | 18 | 2021/06/20~2021/06/26 | Final exam |
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課業討論時間 Office hours |
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時段1 Time period 1: 時間 Time:星期一12:00~14:00 地點 Office/Laboratory:管CM4102 時段2 Time period 2: 時間 Time:星期四12:00~14:00 地點 Office/Laboratory:管CM4102
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系所學生專業能力/全校學生基本素養與核心能力 basic disciplines and core capabilitics of the dcpartment and the university |
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系所學生專業能力/全校學生基本素養與核心能力 basic disciplines and core capabilities of the department and the university | 課堂活動與評量方式 Class activities and evaluation | 本課程欲培養之能力與素養 This course enables students to achieve. | 紙筆考試或測驗 Test. | 課堂討論︵含個案討論︶ Group discussion (case analysis). | 個人書面報告、作業、作品、實驗 Indivisual paper report/ assignment/ work or experiment. | 群組書面報告、作業、作品、實驗 Group paper report/ assignment/ work or experiment. | 個人口頭報告 Indivisual oral presentation. | 群組口頭報告 Group oral presentation. | 課程規劃之校外參訪及實習 Off-campus visit and intership. | 證照/檢定 License. | 參與課程規劃之校內外活動及競賽 Participate in off-campus/ on-campus activities and competitions. | 課外閱讀 Outside reading. 課外閱讀 Outside reading. 課外閱讀 Outside reading. | ※系所學生專業能力 Basic disciplines and core capabilities of the department | |
1.財務倫理之能力與社會責任實踐 1. Financial ethics ability. | | | | | | | | | | | | 2.國際觀之能力 2. Global perspective. | V | | | | V | V | V | | | | | 3.解決財務問題之能力 3. Problem solving ability in Finance. | V | | | | V | | V | | | | | 4.溝通之能力 4. Communication skill. | V | | V | | V | | | | | | | 5.財務管理專業知識之能力 5. Expertise in Financial management. | V | V | V | | V | V | V | | | | | ※全校學生基本素養與核心能力 Basic disciplines and core capabilities of the university | |
1.表達與溝通能力。 1. Articulation and communication skills | V | | V | V | | | | | | | | 2.探究與批判思考能力。 2. Inquisitive and critical thinking abilities | V | | | V | | | | | | | | 3.終身學習能力。 3. Lifelong learning | | | | | | | | | | | | 4.倫理與社會責任。 4. Ethnics and social responsibility | V | | | | V | | | | | | V | 5.美感品味。 5. Aesthetic appreciation | | | | | | | | | | | | 6.創造力。 6. Creativity | V | | | V | | | | | | | | 7.全球視野。 7. Global perspective | | | | | | | | | | | | 8.合作與領導能力。 8. Team work and leadership | | | | | | | | | | | | 9.山海胸襟與自然情懷。 9. Broad-mindedness and the embrace of nature | | | | | | | | | | | |
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本課程與SDGs相關項目:The course relates to SDGs items: |
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本課程校外實習資訊: This course is relevant to internship: |
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