Weekly outline
- General
- 1. 19 February - 25 February
1. 19 February - 25 February
第1週：Introduction
1.Exchange-traded markets
2.OTC markets
3.Forward contracts
4.Futures contracts
5.Options
6.Types of traders - 2. 26 February - 3 March
2. 26 February - 3 March
第2週：Introduction
1.Exchange-traded markets
2.OTC markets
3.Forward contracts
4.Futures contracts
5.Options
6.Types of traders - 3. 4 March - 10 March
3. 4 March - 10 March
第3週：Introduction
1.Exchange-traded markets
2.OTC markets
3.Forward contracts
4.Futures contracts
5.Options
6.Types of traders - 4. 11 March - 17 March
4. 11 March - 17 March
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. 18 March - 24 March
5. 18 March - 24 March
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. 25 March - 31 March
6. 25 March - 31 March
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. 1 April - 7 April
7. 1 April - 7 April
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. 8 April - 14 April
8. 8 April - 14 April
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. 15 April - 21 April
- 10. 22 April - 28 April
10. 22 April - 28 April
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. 29 April - 5 May
11. 29 April - 5 May
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. 6 May - 12 May
12. 6 May - 12 May
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. 13 May - 19 MayThis week
13. 13 May - 19 May
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. 20 May - 26 May
14. 20 May - 26 May
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. 27 May - 2 June
15. 27 May - 2 June
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. 3 June - 9 June
16. 3 June - 9 June
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. 10 June - 16 June
17. 10 June - 16 June
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. 17 June - 23 June
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