本週大綱

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    【瀏覽課程大綱Syllabus】【列印Print】

  • 一般

  • 1. 03月 2日 - 03月 8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 9日 - 03月 15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 16日 - 03月 22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 23日 - 03月 29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 30日 - 04月 5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. 04月 6日 - 04月 12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 13日 - 04月 19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 20日 - 04月 26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 27日 - 05月 3日

                    第9週：期中考試

                    • 10. 05月 4日 - 05月 10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 11日 - 05月 17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 18日 - 05月 24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 25日 - 05月 31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. 06月 1日 - 06月 7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. 06月 8日 - 06月 14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 15日 - 06月 21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 22日 - 06月 28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 29日 - 07月 5日

                                      第18週：期末考試