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課程名稱 |
財務模型程式應用
THE APPLICATION OF FINANCIAL MODELING |
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開課學期 |
98-1 |
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授課對象 |
管理學院 財務金融學系 |
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授課教師 |
莊文議 |
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課號 |
Fin3024 |
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課程識別碼 |
703E15000 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四6,7,8(13:20~16:20) |
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上課地點 |
管一小電腦 |
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備註 |
本課程以英語授課。
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981excel |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
It is often the case that the fullest understanding of the models comes by calculating them, and Excel is one of the most accessible and powerful tools available for this purpose. The objective of this course is to develop students’ability to solve finance problems and estimate financial models in the areas of corporate finance, investment, and derivatives by using Excel. This is an effective learning-by-doing course. |
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課程目標 |
On successfully completing this course students are expected to be able to search the Internet for financial data, build programs to analyze them, and make sound financial decisions in the real world of finance. |
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課程要求 |
The students enrolling in this course should have some basic background on finance and accounting. |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
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參考書目 |
Financial Modeling, 3rd edition, by Simon Benninga. |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Midterm Exam |
40% |
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2. |
Final Exam |
40% |
All exams are tested in the class by using computer. Exams are not cumulative; however, some basic concepts taught in the previous chapters are assumed to be already known and are required in all the material we cover in this course. |
3. |
Participation |
20% |
Note that violating the following classroom rules leads to the deduction of the participation grade: chat, nod, eating, and using cellular phone. If you have any questions regarding what we are discussing in the class, please feel free to raise your hands. |
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週次 |
日期 |
單元主題 |
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第1週 |
9/17 |
Introduction |
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第2週 |
09/24 |
Chapter 1: Basic Financial Calculations |
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第3週 |
10/1 |
Chapter 2: Calculating the Cost of Capital |
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第4週 |
10/08 |
Chapter 2: Calculating the Cost of Capital |
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第5週 |
10/15 |
Chapter 3: Financial Statement Modeling |
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第6週 |
10/22 |
Chapter 4: Building a Financial Model: The Case of PPG Corporation |
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第7週 |
10/29 |
Chapter 5: Bank Valuation |
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第8週 |
11/05 |
Chapter 5: Bank Valuation |
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第9週 |
11/12 |
Midterm Exam |
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第10週 |
11/19 |
Chapter 6: The Financial Analysis of Leasing
Chapter 7: The Financial Analysis of Leveraged Leases |
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第11週 |
11/26 |
Chapter 8: Portfolio Models-Introduction |
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第12週 |
12/03 |
Chapter 9: Calculating Efficient Portfolios When There Are No Short-Sale Restrictions |
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第13週 |
12/10 |
Chapter 10: Calculating the Variance-Covariance Matrix |
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第14週 |
12/17 |
Chapter 11: Estimating Betas and the Security Market Line |
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第15週 |
12/24 |
Chapter 12: Efficient Portfolios without Short Sales |
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第16週 |
12/31 |
Chapter 13: The Black-Litterman Approach to Portfolio Optimization |
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第17週 |
1/07 |
Final Exam (Chapters 6 ~ 12) |
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