Course Information
Course title
Financial Market and Derivatives 
Semester
111-1 
Designated for
COLLEGE OF SOCIAL SCIENCES  DEPARTMENT OF ECONOMICS  
Instructor
YILIN WU 
Curriculum Number
ECON5050 
Curriculum Identity Number
323EU6930 
Class
 
Credits
3.0 
Full/Half
Yr.
Half 
Required/
Elective
Elective 
Time
Thursday 2,3,4(9:10~12:10) 
Remarks
Restriction: juniors and beyond OR Restriction: MA students and beyond OR Restriction: Ph. D students
The upper limit of the number of students: 140. 
 
Course introduction video
 
Table of Core Capabilities and Curriculum Planning
Table of Core Capabilities and Curriculum Planning
Course Syllabus
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Course Description

Course Objective
Course Requirement
Student Workload (expected study time outside of class per week)
 
Office Hours
 
References
Designated reading
Grading
   
Progress
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