國立台灣大學 National Taiwan University 國際企業學系 Department of International Business
Options and Futures (undergraduate level) |
| File Name |
Description |
| 202302 Options and Futures_Syllabus.pdf | Syllabus of Options and Futures |
| OF_Ch01.pptx | Introduction |
| OF_Ch02.pptx | Mechanics of Futures Markets |
| OF_Ch03.pptx | Hedging Strategies Using Futures |
| OF_Ch04.pptx | Interest Rates |
| OF_Ch05.pptx | Determination of Forward and Futures Prices |
| OF_Ch06.pptx | Interest Rate Futures |
| OF_Ch07.pptx | Swaps |
| OF_Ch09.pptx | Mechanics of Options Markets |
| OF_Ch10.pptx | Properties of Stock Options |
| OF_Ch11.pptx | Trading Strategies Involving Options |
| OF_Ch12.pptx | Introduction to Binomial Trees |
| OF_Ch13.pptx | Valuing Stock Options: The Black–Scholes–Merton Model |
| OF_Ch15.pptx | Options on Stock Indices and Currencies |
| OF_Ch16.pptx | Futures Options |
| OF_Ch17.pptx | Greek Letters |
| Monte Carlo Simulation for Option Pricing.xls | Option Pricing with the Monte Carlo Simulation in Excel |