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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 |
103-1 |
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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 |
姜堯民 |
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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 |
星期一6,7,8(13:20~16:20) |
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上課地點 |
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備註 |
本課程以英語授課。管院大電腦教室上課。先修科目：財務管理。
總人數上限：70人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1031Fin3024_ |
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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 |
Welcome to take this course. This course will teach you how to use EXCEL to discover, to analyze, and to solve financial problems. After taking this course, you will be an EXCEL expert. |
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課程目標 |
Spreadsheets can be used for more than just creating tables and charts and summarizing data. Instead of just storing, summarizing, and formatting data, a financial model is used for analysis. Spreadsheets are now commonly used for creating complex mathematical models. In this course, we will explain how to build financial models in Excel by provides instructions, not templates. We will learn to develop value-added skills in spreadsheet modeling of financial applications.
This is a course emphasizing on learning by doing. What you learn from this course will be very important for your career. The major software used in this course is Excel. We are going to use Excel as a tool to solve financial problems. Financial issues to be covered are capital budgeting, financial statement analysis, portfolio analysis, capital structure, dividend policy, bond management, option pricing, and option trading strategy. Excel functions and tools, such as Data Table, Goal seeker, Solver etc. will be used intensively. Programming a VBA macro is an important task in this course.
After finishing this course, you can put the following statement, “Excel Expert”, on your resume and get a good job.
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課程要求 |
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. Please do not browse news or read emails during the class.
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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 |
Lecture Notes (required):
Weekly lecture notes will be shared via DROPBOX. Please download the file before the class meeting. |
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參考書目 |
Textbooks (recommended):
姜堯民，’財務軟體應用’，第四版，新陸書局，2009。
Benninga, Simon, “Financial Modeling”, Fourth Edition, 2014.
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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. |
Homework |
50% |
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2. |
Class participation and attendance |
10% |
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3. |
Midterm exam. |
20% |
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4. |
Final exam. |
20% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/15 |
The time value of money |
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第2週 |
9/22 |
Financial ratio analysis |
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第3週 |
9/29 |
Capital budgeting |
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第4週 |
10/06 |
Sensitivity analysis, Scenario analysis, Simulation |
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第5週 |
10/13 |
Statistics analysis and matrix operation |
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第6週 |
10/20 |
Two-asset portfolio analysis |
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第7週 |
10/27 |
3-asset portfolio analysis : matrix and VBA |
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第8週 |
11/03 |
Optimal Capital structure |
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第9週 |
11/10 |
Midterm examination |
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第10週 |
11/17 |
Dividends Policy and practice |
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第11週 |
11/24 |
Interest rate models |
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第12週 |
12/01 |
Bond pricing and risk management |
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第13週 |
12/08 |
Option pricing: Black-Scholes model |
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第14週 |
12/15 |
Option pricing: Binominal model |
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第15週 |
12/22 |
Option trading strategy |
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第16週 |
12/29 |
Financial games |
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第17週 |
1/05 |
Pivot tables |
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第18週 |
1/12 |
Final exam. |
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