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Course title |
Futures and Options |
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Semester |
111-1 |
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Designated for |
DEPARTMENT OF ECONOMICS |
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Instructor |
Chih-Ching Hung |
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Curriculum Number |
ECON4036 |
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Curriculum Identity Number |
303E49120 |
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Class |
02 |
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Credits |
3.0 |
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Full/Half
Yr. |
Half |
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Required/
Elective |
Elective |
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Time |
Monday 7,8,9(14:20~17:20) |
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Remarks |
Restriction: within this department (including students taking minor and dual degree program) AND Restriction: juniors and beyond
The upper limit of the number of students: 20. |
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Course introduction video |
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Table of Core Capabilities and Curriculum Planning |
Table of Core Capabilities and Curriculum Planning |
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Course Syllabus
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Please respect the intellectual property rights of others and do not copy any of the course information without permission
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Course Description |
Course Description
The major goal of this course is to equip students with comprehensive understanding of financial derivatives. A derivative instrument is a financial contract whose payoff depends on or is derived from the value of one or a set of underlying assets. We will cover four categories of derivatives, including forwards, futures, swaps, and options. Students will learn how these derivatives are traded. We will also learn how these derivatives should be priced and trading strategies associated with them. |
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Course Objective |
待補 |
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Course Requirement |
Recommended Prerequisite Courses
Investments, Financial Management, and Calculus I, II
Special Note: This course will be taught entirely in English. |
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Student Workload (Expected weekly study hours before and/or after class) |
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Office Hours |
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Designated reading |
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References |
1. A Course in Derivative Securities: Introduction to Theory and Computation, by Kerry Back. 2005 Edition (Springer Finance)
2. Stochastic Calculus for Finance I, by Steven Shreve. 2004 Edition (Springer Finance) |
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Grading |
- NTU has not set an upper limit on the percentage of A+ grades.
- NTU uses a letter grade system for assessment. The grade percentage ranges and the single-subject grade conversion table in the NATIONAL TAIWAN UNIVERSITY Regulations Governing Academic Grading are for reference only. Instructors may adjust the percentage ranges according to the grade definitions. For more information, see the Assessment for Learning Section.
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