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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 |
104-1 |
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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 |
星期一7,8,9(14:20~17:20) |
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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/1041Fin3024_ |
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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 |
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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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週次 |
日期 |
單元主題 |
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Week 1 |
9/14 |
Time Value of Money |
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Week 2 |
9/21 |
Financial ratio analysis |
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Week 3 |
9/28 |
University holiday. No class. (Autumn Festival Holiday) |
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Week 4 |
10/05 |
Capital budegting |
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Week 5 |
10/12 |
Statistical analysis |
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Week 6 |
10/19 |
Linear programming and matrix operation |
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Week 7 |
10/26 |
Two-asset portfolio analysis |
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Week 8 |
11/02 |
Three-asset portfolio analysis: matrix and VBA |
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Week 9 |
11/09 |
Midterm examination |
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Week 10 |
11/16 |
Optimal capital structure |
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Week 11 |
11/23 |
Dividends policy and practice |
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Week 12 |
11/30 |
Interest rate models |
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Week 13 |
12/07 |
Bond pricing and bond portfolio management |
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Week 14 |
12/14 |
Option pricing model |
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Week 15 |
12/21 |
Option trading strategy |
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Week 16 |
12/28 |
Financial games |
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Week 17 |
1/04 |
Final examination |
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Week 18 |
1/11 |
Pivot tables |
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