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    【瀏覽課程大綱Syllabus】【列印Print】

  • 一般

  • 1. 09月 8日 - 09月 14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. 09月 15日 - 09月 21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. 09月 22日 - 09月 28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. 09月 29日 - 10月 5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. 10月 6日 - 10月 12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. 10月 13日 - 10月 19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. 10月 20日 - 10月 26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. 10月 27日 - 11月 2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. 11月 3日 - 11月 9日

                    第9週：期中考試

                     

                    • 10. 11月 10日 - 11月 16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. 11月 17日 - 11月 23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. 11月 24日 - 11月 30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. 12月 1日 - 12月 7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. 12月 8日 - 12月 14日

                              第14週：Determination of forward and futures 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 Futures Contract on Currencies

                              • 15. 12月 15日 - 12月 21日

                                第15週：Determination of forward and futures 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 Futures Contract on Currencies

                                • 16. 12月 22日 - 12月 28日

                                  第16週：Determination of forward and futures 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 Futures Contract on Currencies

                                  • 17. 12月 29日 - 01月 4日

                                    Determination of forward and futures 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 Futures Contract on Currencies

                                    • 18. 01月 5日 - 01月 11日

                                      第18週：期末考試