財務工程讀書會

成員：郭美惠老師

            博士生：黃士峰

               研究生：邢是霈(研二)，郭家政，鄭德鴻，陳紀良

討論主題：

書籍：OPTION,FURURES,& OTHER DERIVATIVES (fourth edition)       John C.Hull

contents                                                        
   chapter   1. Introduction
   chapter   2. Futures Markets and the Use of Futures for Hedging
   chapter   3. Forward and Futures Prices
   chapter   4. Interest Rates and Duration
    …
    ……
    chapter   7. Properties of Stock Option Prices
    chapter 10. Model of the Behavior of Stock Prices 

書籍：An Introduction to Mathematical Finance Options and Other Topics    SHELDON M. ROSS

下次 meeting時間： 

時間	2002 / 12 / 25 (Wednesday) 下午 2:00	講者	附註
書目	An Introduction to Mathematical Finance                                   Options and Other Topics
主題	Chap.  4 Interest Rates and Present Value Analysis 4.1 Interest Rates	黃士峰
	Chap.  4 Interest Rates and Present Value Analysis 4.2 Present Value Analysis	郭家政
	Chap.  4 Interest Rates and Present Value Analysis 4.3 Rate of Return 4.4 Continuously Varying Interest Rates 4.5 Exercise (鄭德鴻，郭家政，陳紀良)	鄭德鴻

相關資料： 

歷史講題 習題解答 chapter 7 chapter 8 chapter 10

參考網頁：

l          Options, Futures, and Other Derivatives, 4/e

l          John Hull's Web Site