| 課程與核心能力關聯配比(%) |
課程目標之教學方法與評量方法 |
| 課程目標 |
核心能力 |
配比(%) |
教學方法 |
評量方法 |
| We focus on Chance and Brooks in this course. Students are referred to one or both of the supplementary texts when you have any problem with the primary reading. Additional advanced material is contained in John Hull (2006). |
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| 授課內容(單元名稱與內容、習作/每週授課、考試進度-共18週) |
| 週次 |
授課內容 |
| 第1週 |
Introduction. CONCEPTS OF RISK MANAGEMENT
I.A. What is Risk?
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| 第2週 |
I.B. Basic concepts of finanical risk |
| 第3週 |
I.C. The risk management environment
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| 第4週 |
I.D. The value of risk management |
| 第5週 |
II.A. Basic concepts in measuring risk |
| 第6週 |
II.A. Basic concepts in measuring risk |
| 第7週 |
II.B. Forward and futures contracting |
| 第8週 |
II.B. Forward and futures contracting |
| 第9週 |
期中考 |
| 第10週 |
II.C. Swap contracting |
| 第11週 |
II.C. Swap contracting |
| 第12週 |
II.D. Option contracting |
| 第13週 |
II.D. Option contracting |
| 第14週 |
III.A. Credit risk |
| 第15週 |
III.B. Operational and other risk
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| 第16週 |
期末考 |
| 第17週 |
自主學習(製作專題報告)
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| 第18週 |
自主學習(製作專題報告) |
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| 學習評量方式 |
| Midterm exam: 35%, final Exam: 35%, and self-learning report: 30% |
| 教科書＆參考書目(書名、作者、書局、代理商、說明) |
Don M. Chance and R. Brooks, An Introduction to Derivatives and Risk Management, (10th edition), International Edition, 2016 (指南書局代理).
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| 課程教材（教師個人網址請列在本校內之網址） |
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| 課程輔導時間 |
| 星期二早上8:00~9:00 |
| 聯合國全球永續發展目標(連結網址) |
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