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課程名稱 |
投資學
Investment |
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開課學期 |
109-1 |
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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 |
邱顯比 |
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課號 |
Fin2008 |
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課程識別碼 |
703 22600 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期三7,8,9(14:20~17:20) |
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上課地點 |
管二102 |
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備註 |
本課程中文授課,使用英文教科書。
總人數上限：80人
外系人數限制：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1091Fin2008_ |
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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 |
This class covers the important centerpieces of modern investment theory, including securities markets, portfolio theory, capital asset pricing and arbitrage pricing theory, efficient markets hypothesis, security analysis, and debt and derivative markets. |
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課程目標 |
When students finish this course, they are expected to have a thorough understanding of theoretical issues. With background on basic theoretical skills, students are also expected to be able to link theory to practice. |
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課程要求 |
The students enrolling in this course should have finished the “Economics” course, which is a prerequisite for taking this course. |
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預期每週課後學習時數 |
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Office Hours |
備註： 寄信到邱顯比教授信箱預約時間chiushnb@ntu.edu.tw |
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指定閱讀 |
Essential of Investments, 11/e, by Bodie/ Kane/ Marcus, 2019 |
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參考書目 |
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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 |
20% |
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2. |
Midterm exam |
40% |
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3. |
Final exam |
40% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/16 |
Introduction |
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第2週 |
9/23 |
Bond Prices and Yield |
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第3週 |
9/30 |
Managing Bond Portfolios |
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第4週 |
10/07 |
Equity Valuation |
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第5週 |
10/14 |
Fundamental Analysis |
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第6週 |
10/21 |
Mutual Funds and Other Investment Companies |
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第7週 |
10/28 |
Risk and Return: Past and Prologue |
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第8週 |
11/04 |
Efficient Diversification |
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第9週 |
11/11 |
Midterm Exam |
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第10週 |
11/18 |
Capital Asset Pricing and Arbitrage Pricing Theory |
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第11週 |
11/25 |
The Efficient Market Hypothesis |
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第12週 |
12/02 |
Behavioral Finance and Technical Analysis |
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第13週 |
12/09 |
Prepare Homework |
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第14週 |
12/16 |
Portfolio Performance Evaluation |
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第15週 |
12/23 |
Options Markets
＊12/23 Homework Due |
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第16週 |
12/30 |
Hedge Funds |
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第17週 |
1/06 |
Final Exam |
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