NCHU Course Outline
Course Name (中) 衍生性商品與金融創新(7687)
(Eng.) Seminar on Derivatives and Financial Innovations
Offering Dept Executive Master Program in Business Administration
Course Type Elective Credits 3 Teacher YEH, SHIH-KUO et al.
Department Executive Master Program in Business Administration / (W)Graduate Language Chinese Semester 2026-SPRING
Course Description 近年來衍生性金融商品以及金融創新的發展導致了金融業務的蓬勃發展,但也由於過度的包裝以及相關風險評估的技術尚未成熟而產生了畸型的發展,甚至引發了全球金融危機。另外,隨者科技的進展與創新,如大數據或先進金融科技(Fintech)的演化,亦使得金融業受到相當的衝擊。因此,衍生性金融商品以及金融創新對金融產業、公司理財業務的發展和風險管理甚至個人理財或投資管理產生相當深遠的影響,因此本課程希望透過個案教學、模擬交易、相關產業講師以及專家的講解以及課堂上學理的介紹,讓修課同學了解衍生性金融商品與金融創新對同學切身的影響並希望透過此一課程能解決同學們現階段有關衍生性金融商品與金融創新在工作上或個人理財上的問題。
Prerequisites
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。
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4.
20
30
30
20
Lecturing
Discussion
topic Discussion / Production
Exercises
Attendance
Written Presentation
Other
Oral Presentation
Course Content and Homework/Schedule/Tests Schedule
Week Course Content
Week 1 課程導讀
Week 2 金融科技(Fintech)介紹
Week 3 衍生性金融商品介紹
Week 4 避險
Week 5 套利
Week 6 演講(自主學習)
Week 7 金融交換
Week 8 全球金融風暴成因分析與背景了解
Week 9 個案研討
Week 10 選擇權介紹(第一階段模擬交易開始)

Week 11 選擇權交易策略
Week 12 選擇權的應用
Week 13 動態避險與風險管理
Week 14 金融科技(Fintech)發展對金融業的衝擊
Week 15 演講(自主學習)
Week 16 期末報告
self-directed
learning
   01.Participation in professional forums, lectures, and corporate sharing sessions related to industry-government-academia-research exchange activities.
除了16禮拜的上課之外,另外會安排兩次的專家演講作為自主學習的內容和方式
Evaluation
期末報告 25%
個案演討 25%
課堂討論與參與 30%
模擬交易 20%
Textbook & other References
J. Hull, “Fundamentals of Futures and Options Markets, Prentice Hall, 2023, 9th edition (教科書,代理書局:東華/新月圖書)

Teaching Aids & Teacher's Website

Office Hours
星期三晚上 7:00-10:00
Sustainable Development Goals, SDGs(Link URL)
01.No Poverty   05.Gender Equality   08.Decent Work and Economic Growthinclude experience courses:N
Please respect the intellectual property rights and use the materials legally.Please respect gender equality.
Update Date, year/month/day:2026/02/14 12:25:21 Printed Date, year/month/day:2026 / 5 / 31
The second-hand book website:http://www.myub.com.tw/