本週大綱

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    【瀏覽課程大綱Syllabus】【列印Print】

  • 一般

  • 1. 02月 22日 - 02月 28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. 03月 1日 - 03月 7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 8日 - 03月 14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 15日 - 03月 21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 22日 - 03月 28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 29日 - 04月 4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 5日 - 04月 11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 12日 - 04月 18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 19日 - 04月 25日

                    第9週：期中考試

                     

                    • 10. 04月 26日 - 05月 2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 3日 - 05月 9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 10日 - 05月 16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 17日 - 05月 23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 24日 - 05月 30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 31日 - 06月 6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 7日 - 06月 13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 14日 - 06月 20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 21日 - 06月 27日

                                      第18週：期末考試