Weekly outline
- General
- 1. 8 September - 14 September
1. 8 September - 14 September
第1週：Introduction
1.Exchange-traded markets
2.OTC markets
3.Forward contracts
4.Futures contracts
5.Options
6.Types of traders - 2. 15 September - 21 September
2. 15 September - 21 September
第2週：Introduction
1.Exchange-traded markets
2.OTC markets
3.Forward contracts
4.Futures contracts
5.Options
6.Types of traders - 3. 22 September - 28 September
3. 22 September - 28 September
第3週：Introduction
1.Exchange-traded markets
2.OTC markets
3.Forward contracts
4.Futures contracts
5.Options
6.Types of traders - 4. 29 September - 5 October
4. 29 September - 5 October
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. 6 October - 12 October
5. 6 October - 12 October
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. 13 October - 19 October
6. 13 October - 19 October
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. 20 October - 26 October
7. 20 October - 26 October
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. 27 October - 2 November
8. 27 October - 2 November
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. 3 November - 9 November
- 10. 10 November - 16 November
10. 10 November - 16 November
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. 17 November - 23 November
11. 17 November - 23 November
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. 24 November - 30 November
12. 24 November - 30 November
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. 1 December - 7 December
13. 1 December - 7 December
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. 8 December - 14 December
14. 8 December - 14 December
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. 15 December - 21 December
15. 15 December - 21 December
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. 22 December - 28 December
16. 22 December - 28 December
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. 29 December - 4 January
17. 29 December - 4 January
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. 5 January - 11 January
《尊重智慧財產權，請使用正版教科書，勿非法影印書籍及教材，以免侵犯他人著作權》