NTU Course
Overview

Futures and Options

Offered in 114-1Updated
  • Notes
    The course is conducted in English。
  • Limits on Course Adding / Dropping

    • Restriction: juniors and beyond and Restriction: within this department (including students taking minor and dual degree program)

  • NTU Enrollment Status

    Enrolled
    0/20
    Other Depts
    0/0
    Remaining
    0
    Registered
    0
  • 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
  • Office Hour
    Wed14:00 - 16:00
  • Designated Reading
    Options, Futures, and Other Derivatives, John C. Hull. 11/E 2022 Global Edition
  • 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)
  • Grading
  • Adjustment methods for students
  • Make-up Class Information
  • Course Schedule
    9/01Week 1
    9/08Week 2
    9/15Week 3
    9/22Week 4
    9/29Week 5
    10/06Week 6
    10/13Week 7
    10/20Week 8
    10/27Week 9
    11/03Week 10
    11/10Week 11
    11/17Week 12
    11/24Week 13
    12/01Week 14
    12/08Week 15
    12/15Week 16
    12/22Week 17
    12/29Week 18