國立台灣大學 National Taiwan University 國際企業學系 Department of International Business
Options and Futures (graduate level) |
| File Names |
Description |
| OF_Ch01.pdf | Introduction |
| OF_Ch02.pdf | Mechanics of Futures Markets |
| OF_Ch03.pdf | Hedging Strategies Using Futures |
| OF_Ch04.pdf | Interest Rates |
| OF_Ch05.pdf | Determination of Forward and Futures Prices |
| OF_Ch06.pdf | Interest Rate Futures |
| OF_Ch07.pdf | Swaps |
| OF_Ch08.pdf | Mechanics of Options Markets |
| OF_Ch09.pdf | Properties of Stock Options |
| OF_Ch10.pdf | Trading Strategies Involving Options |
| OF_Ch11.pdf | Binomial Trees |
| OF_Ch12.pdf | Wiener Processes and Itô’s Lemma |
| OF_Ch13.pdf | The Black-Scholes-Merton Model |
| OF_Ch14.pdf | Options on Stock Indices, Currencies, and Futures |
| OF_Ch15.pdf | The Greek Letters |
| OF_Ch16.pdf | Volatility Smiles |
| OF_Ch17.pdf | Basic Numerical Procedures |
| Monte Carlo Simulation for Option Pricing.xls | Option Pricing with the Monte Carlo Simulation in Excel |