課程資訊
課程名稱
 投資學
Investment Theory 
開課學期
 109-1 
授課對象
 社會科學院  經濟學系  
授課教師
 姜堯民 
課號
 ECON3016 
課程識別碼
 303 37600 
班次
  
學分
 3.0 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期二2,3,4(9:10~12:10) 
上課地點
 社科405 
備註
 本課程中文授課,使用英文教科書。
總人數上限：80人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/1091ECON3016_ 
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課程概述

To give students a broad background in the principles and techniques of investment analysis. Some specific topics covered include risk and return, an introduction to portfolio theory, the analytical tools of portfolio management, asset pricing model, bond pricing, option pricing, option trading strategy, market efficiency, . It broadly covers financial instruments, such as equity, fixed income, and derivative securities.  

課程目標
 Course Objectives: To give students a broad background in the principles and techniques of investment analysis. Some specific topics covered include risk and return, an introduction to portfolio theory, the analytical tools of portfolio management, asset pricing model, bond pricing, option pricing, option trading strategy, market efficiency, . It broadly covers financial instruments, such as equity, fixed income, and derivative securities. 
課程要求
 Teaching Methods, Projects, Exams and Grading
Teaching methods used in this course includes lectures, supplemental readings, case study, data interpretation and analysis, homework, examinations, and financial games.
Course Requirements:
1. Come to the class in time. I will call the roll from time to time. I expect your attendance at each class. If you are unable to attend the class, please email me and specify the class you are missing and your reason for missing the class. I will take attendance into account in evaluating student performance and assigning final grades.
2. We will have 4 homework assignments. The due date is one week after the homework assigned. No delay is accepted.
3. We will have midterm examination and final examination. The examination will be on-line test at the classroom.
4. One group project will be assigned. I expect each group member to participate fully in the project. We will run a fundamental analysis for a firm. Please treat these projects as professional assignments, similar to those you will submit to your boss at work.
Grade Evaluation: Each student will be evaluated according to the criteria shown below. Final grades are based on total points scored in the course. No make-up exam except in special circumstance.
CRITERIA POINTS
Homework Assignments/Project 30%
Mid Exam 30%
Final Exam 30%
Attendance and participation 10%
Attendance:
We expect attendance at each class. If you are unable to attend the class, please email us and specify the class you are missing and your reason for missing the class.
I may take attendance into account in evaluating student performance and assigning final grades 
預期每週課後學習時數
  
Office Hours
 備註： Tuesdays, 13-14 
指定閱讀
 Required Textbook: Bodie, Kane & Marcus, Investments, 2014, 10/e, McGraw-Hill. (BKM) 
參考書目
 Lecture Notes: Notes of class lectures are available on the website. It is strongly recommended that you read these lecture Notes and use them to structure your own notes. Note, however, that the lecture Notes are not substitutes for class attendance and the textbook. Please read the relevant chapters of the textbook before each class and attend class regularly. 
評量方式
(僅供參考)
    
課程進度
週次
日期
單元主題
第1週
 9/15  Introduction 
第2週
 9/22  The investment environment 
第3週
 9/29  Asset classes and financial instruments 
第4週
 10/06  Security markets 
第5週
 10/13  Mutual funds and investment companies 
第6週
 10/20  Risk and return 
第7週
 10/27  Efficient diversification 
第8週
 11/03  Capital asset pricing model 
第9週
 11/10  Midterm exam 
第10週
 11/17  (Financial games) 
第11週
 11/24  The Efficient Market Hypothesis 
第12週
 12/01  Bond pricing 
第13週
 12/08  Bond portfolio management 
第14週
 12/15  Options 
第15週
 12/22  Futures 
第16週
 12/29  equity valuation 
第17週
 1/05  Behavior finance 
第18週
 1/12  Final exam 
第19週
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