本週大綱

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    【瀏覽課程大綱Syllabus】【列印Print】

  • 一般

  • 1. 02月 20日 - 02月 26日

    第1週：Introduction

    1.Exchange-traded markets
    2.OTC markets
    3.Forward contracts
    4.Futures contracts
    5.Options
    6.Types of traders

    • 2. 02月 27日 - 03月 5日

      第2週：Introduction

      1.Exchange-traded markets
      2.OTC markets
      3.Forward contracts
      4.Futures contracts
      5.Options
      6.Types of traders

      • 3. 03月 6日 - 03月 12日

        第3週：Introduction

        1.Exchange-traded markets
        2.OTC markets
        3.Forward contracts
        4.Futures contracts
        5.Options
        6.Types of traders

        • 4. 03月 13日 - 03月 19日

          第4週：Mechanics of futures markets
          1.Specification of a futures contract
          2.Convergence of futures contract
          3.Daily settlement and margins
          4.Delivery
          5.Types of traders and types of orders
          6.Forward vs.futures contracts

           

           

           

          • 5. 03月 20日 - 03月 26日

            第5週：Mechanics of futures markets

            1.Specification of a futures contract
            2.Convergence of futures contract
            3.Daily settlement and margins
            4.Delivery
            5.Types of traders and types of orders
            6.Forward vs.futures contracts

            • 6. 03月 27日 - 04月 2日

              第6週：Mechanics of futures markets

              1.Investment assets vs. consumption assets
              2.Convergence of futures contract
              3.Daily settlement and margins
              4.Delivery
              5.Types of traders and types of orders
              6.Forward vs.futures contracts

              • 7. 04月 3日 - 04月 9日

                第7週：Hedging strategies using futures

                1.Basic principles
                2.Arguments for and against hedging
                3.Basis risk
                4.Cross hedging
                5.Stock index futures
                6.Rolling the hedge forward

                • 8. 04月 10日 - 04月 16日

                  第8週：Hedging strategies using futures

                  1.Basic principles
                  2.Arguments for and against hedging
                  3.Basis risk
                  4.Cross hedging
                  5.Stock index futures
                  6.Rolling the hedge forward

                  • 9. 04月 17日 - 04月 23日

                    第9週：期中考試

                     

                    • 10. 04月 24日 - 04月 30日

                      第10週：Hedging strategies using futures

                      1.Basic principles
                      2.Arguments for and against hedging
                      3.Basis risk
                      4.Cross hedging
                      5.Stock index futures
                      6.Rolling the hedge forward

                      • 11. 05月 1日 - 05月 7日

                        第11週：Interest rates

                        1.Types of rates
                        2.Measuring interest rates
                        3.Zero rates
                        4.Bond pricing
                        5.Determining Treasury zero rates
                        6.Forward rates
                        7.Forward rate agreements
                        8.Duration and Convexity
                        9.Theories of the term structure of interest rates



                        • 12. 05月 8日 - 05月 14日

                          第12週：Interest rates

                          1.Types of rates
                          2.Measuring interest rates
                          3.Zero rates
                          4.Bond pricing
                          5.Determining Treasury zero rates
                          6.Forward rates
                          7.Forward rate agreements
                          8.Duration and Convexity
                          9.Theories of the term structure of interest rates

                          • 13. 05月 15日 - 05月 21日

                            第13週：Interest rates

                            1.Types of rates
                            2.Measuring interest rates
                            3.Zero rates
                            4.Bond pricing
                            5.Determining Treasury zero rates
                            6.Forward rates
                            7.Forward rate agreements
                            8.Duration and Convexity
                            9.Theories of the term structure of interest rates

                            • 14. 05月 22日 - 05月 28日

                              第14週：Determination of forward and fitires prices

                              1.Investment assets vs. consumption assets
                              2.Short selling
                              3.Forward price for an investment asset
                              4.Known income and yield
                              5.Valuing forward contracts
                              6.Are forward prices and futures prices equal?
                              7.Futures prices of stock indices
                              8.Forward and f

                              • 15. 05月 29日 - 06月 4日

                                第15週：Determination of forward and fitires prices

                                1. Investment assets vs. consumption assets
                                2. Short selling
                                3. Forward price for an investment asset
                                4. Known income and yield
                                5. Valuing forward contracts
                                6.Are forward prices and futures prices equal?
                                7.Futures prices of stock indices
                                8.Forward and f

                                • 16. 06月 5日 - 06月 11日

                                  第16週：Determination of forward and fitires prices

                                  1. Investment assets vs. consumption assets
                                  2. Short selling
                                  3. Forward price for an investment asset
                                  4. Known income and yield
                                  5. Valuing forward contracts
                                  6. Are forward prices and futures prices equal?
                                  7. Futures prices of stock indices
                                  8. Forward and f

                                  • 17. 06月 12日 - 06月 18日

                                    第17週：Determination of forward and fitires prices

                                    1. Investment assets vs. consumption assets
                                    2. Short selling
                                    3. Forward price for an investment asset
                                    4. Known income and yield
                                    5. Valuing forward contracts
                                    6. Are forward prices and futures prices equal?
                                    7. Futures prices of stock indices
                                    8. Forward and f

                                    • 18. 06月 19日 - 06月 25日

                                      第18週：期末考試