|
Week |
Date |
Topic |
|
Week 0 |
|
Test bank solutions |
|
Week 1 |
|
Lecture Note 1: Introduction to Derivatives Securities |
|
Week 2 |
|
Lecture Note 2: Stock Market and Mutual Funds, Hedge Funds, and Pension Funds |
|
Week 3 |
|
Lecture Note 3: Risk Management with Forward and Futures |
|
Week 4 |
|
Lecture Note 4: Determination of Financial Forward and Futures Prices |
|
Week 5 |
|
Lecture Note 5: Determination of Commodity Forward and Futures Prices |
|
Week 6 |
|
Lecture 6: An Introduction to Options |
|
Week 8 |
|
Lecture 7: Trading Strategies Involving Options |
|
Week 9 |
|
Lecture 8: Put-Call Parity and Other Option Relationships |
|
Week 10 |
|
Lecture 9 Binomial Option Pricing |
|
Week 11 |
|
Lecture 10 The Black-Scholes Formula |
|
Week 12 |
|
Lecture 11 The Greek Letters |
|
Week 13 |
|
Lecture 12 Volatility Smiles |
|
Week 14 |
|
Lecture 13 Using Option Pricing Theory to Value Corporate Securities |
|
Week 15 |
|
Lecture Note 14: Term Structure |
|
Week 16 |
|
Lecture 15 Swaps |
|
Week 18 |
|
QUIZ 4 |
|
Week 19 |
|
在職專班2017 Final exam must know materials |
|
Week 20 |
|
Final exam solution |
|
Week 21 |
|
Homework 3 Solution |
|
Week 0-1 |
|
Syllabus |
|
Week 0-2 |
|
John Hull textbook |
|
Week 0-3 |
|
金融衍生性商品市場的書籍的pdf版本 |
|
Week 5-2 |
|
QUIZ 1 |
|
Week 5-3 |
|
Homework 1 Solution |
|
Week 9-2 |
|
QUIZ 2 |
|
Week 9-3 |
|
Homework 2 Solution |
|
Week 10-4 |
|
Midterm Examination |
|
Week 10-5 |
|
Midterm exam solution |
|
Week 10-6 |
|
Practice Midterm examine and its solution |
|
Week 11-1 |
|
QUIZ 3 |
|
Week 17-0 |
|
2018 Final exam must know materials |
|
Week 17-1 |
|
2018 Practice final exam |