| Relevance of Course Objectives and Core Learning Outcomes(%) |
Teaching and Assessment Methods for Course Objectives |
| Course Objectives |
Competency Indicators |
Ratio(%) |
Teaching Methods |
Assessment Methods |
| 培養同學對衍生性金融商品與金融創新對個人工作或理財的影響及解決問題的能力，並能面對新科技衝擊下金融環境的演變。希望在上完本課程之後，能使同學們了解期貨、選擇權的定義、種類、報酬、特性，並熟悉臺灣期貨交易所上市的各種期貨、選擇權合約設計，以及期貨、選擇權的價格限制與評價理論，以便將來可以靈活地操作各種合適的期貨、選擇權投資組合，讓修課同學了解衍生性金融商品對同學切身的影響。 |
| 1.Critical Thinking |
| 6. Independent problem solving |
|
|
| Lecturing |
| Discussion |
| topic Discussion / Production |
|
| Quiz |
| Assignment |
| Attendance |
| Written Presentation |
|
| Course Content and Homework/Schedule/Tests Schedule |
| Week |
Course Content |
| Week 1 |
講解衍生性金融商品的定義與種類，以及各種衍生性金融商品的基本操作。
|
| Week 2 |
介紹集中交易市場上市的期貨與選擇權合約基本概念。 |
| Week 3 |
講解如何利用期貨避險與投機操作。 |
| Week 4 |
講解期貨與現貨的訂價關係。 |
| Week 5 |
介紹選擇權的基本交易制度 |
| Week 6 |
講解選擇權定價格的基本要素以及選擇權的價格特性。 |
| Week 7 |
介紹台灣期貨交易所新上市的國際板相關期貨與選擇權合約以及相關應用。 |
| Week 8 |
講解衍生性商品交易制度的變革包括夜盤交易制度及現況、動態價格穩定措施等
|
| Week 9 |
介紹臺灣期貨交易所上市的指數期貨與指數選擇權，並如何與現貨之間進行套利
|
| Week 10 |
選擇權的投資策略 |
| Week 11 |
講解選擇權定價公式的求解。 |
| Week 12 |
選擇權的避險操作 |
| Week 13 |
選擇權的風險管理 |
| Week 14 |
專題演講 |
| Week 15 |
AI時代來臨下的衍生性商品投資 |
| Week 16 |
期末考 |
self-directed
learning |
01.Participation in professional forums, lectures, and corporate sharing sessions related to industry-government-academia-research exchange activities.
03.Preparing presentations or reports related to industry and academia.
|
|
| Evaluation |
考試(40%)
報告(30%)
模擬交易 (10%)
平時表現、課堂參與和出席率(20%)
|
| Textbook & other References |
“Options, Futures and other Derivatives”—by John Hull, 11th global edition ,2022,雙葉書廊代理
|
| Teaching Aids & Teacher's Website |
每週上課講義會在上課前一天上傳至iLearning，請同學多到台灣期交所的網站瀏覽參觀
|
| Office Hours |
| 星期三下午 2:00-5:00 |
| Sustainable Development Goals, SDGs(Link URL) |
| 01.No Poverty 03.Good Health and Well-Being 04.Quality Education 12.Responsible Consumption | include experience courses：N |
|