Course Syllabus
The syllabuses on both this page and the NTU online course information are synchronized.
Course Information
| Item | Content |
| Course title | Futures and Options |
| Semester | 114-1 |
| Designated for | DEPARTMENT OF ECONOMICS |
| Instructor | Chih-Ching Hung |
| Curriculum No. | ECON 4036 |
| Curriculum Id No. | 303 49120 |
| Class | 02 |
| Credit | 3 |
| Full/Half Yr. | Half |
| Required/Elective | Elective |
| Time | Monday 6,7,8(13:20~16:20) |
| Place | |
| Remarks | The course is conducted in English。 |
Course Syllabus
| Item | Content |
| Course Description | A derivative instrument is a financial contract whose payoff depends on or is derived from the value of one or a set of underlying assets. We will cover four categories of derivatives, including forwards, futures, swaps, and options. |
| Course Objective | The major goal of this course is to equip students with comprehensive understanding of financial derivatives. Students will learn how these derivatives are traded. We will also learn how these derivatives should be priced and trading strategies associated with them. |
| Course Requirement | Recommended Prerequisite Courses Investments, Financial Management, and Calculus I, II Special Note: This course will be taught entirely in English. |
| Expected weekly study hours before and/or after class | 3:6 |
| References | 1. A Course in Derivative Securities: Introduction to Theory and Computation, by Kerry Back. 2005 Edition (Springer Finance) 2. Stochastic Calculus for Finance I, by Steven Shreve. 2004 Edition (Springer Finance) |
| Designated Reading | Options, Futures, and Other Derivatives, John C. Hull. 11/E 2022 Global Edition |
Progress
| Week | Date | Topic |
| Week 1 | 9/01 | |
| Week 2 | 9/08 | |
| Week 3 | 9/15 | |
| Week 4 | 9/22 | |
| Week 5 | 9/29 | |
| Week 6 | 10/06 | |
| Week 7 | 10/13 | |
| Week 8 | 10/20 | |
| Week 9 | 10/27 | |
| Week 10 | 11/03 | |
| Week 11 | 11/10 | |
| Week 12 | 11/17 | |
| Week 13 | 11/24 | |
| Week 14 | 12/01 | |
| Week 15 | 12/08 | |
| Week 16 | 12/15 | |
| Week 17 | 12/22 | |
| Week 18 | 12/29 |
Makeup Class Information
| NO | Date | Start Time | End Time | Location or Method |
Grading
| NO | Item | Pc | Explanations for the conditions |
Adjustment methods for students
| Adjustment method | |
| Teaching methods | |
| Assignment submission methods | |
| Exam methods | |
| Others |
Office Hour
| NO | Day | Start time | End time |
| 1 | Wed | 14:00 | 16:00 |
| Remarks | None |