本週大綱

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    【瀏覽課程大綱Syllabus】【列印Print】

  • 一般

  • 1. 02月 19日 - 02月 25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 26日 - 03月 3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 4日 - 03月 10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 11日 - 03月 17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 18日 - 03月 24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 25日 - 03月 31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 1日 - 04月 7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 8日 - 04月 14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 15日 - 04月 21日

                    第9週：期中考試

                     

                    • 10. 04月 22日 - 04月 28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. 04月 29日 - 05月 5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



                        • 本週

                          12. 05月 6日 - 05月 12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 13日 - 05月 19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 20日 - 05月 26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 27日 - 06月 2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 3日 - 06月 9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 10日 - 06月 16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 17日 - 06月 23日

                                      第18週：期末考試