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課程名稱 |
投資學
Investment |
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開課學期 |
105-1 |
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授課對象 |
財務金融學系 |
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授課教師 |
陳彥行 |
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課號 |
Fin2008 |
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課程識別碼 |
703E22600 |
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班次 |
02 |
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學分 |
3 |
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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 |
星期四2,3,4(9:10~12:10) |
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上課地點 |
管二202 |
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備註 |
本課程以英語授課。先修科目：經濟學原理與實習。
限本系所學生(含輔系、雙修生) 且 限學士班二年級以上
總人數上限：80人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1051Fin_Invest |
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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 |
本課程之目的在使學生
1.瞭解證券市場之性質組織及實務問題。
2.研習投資學之理論。
3.建立未來研究財務理論之基礎。 |
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課程目標 |
待補 |
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課程要求 |
待補 |
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預期每週課後學習時數 |
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Office Hours |
每週三 08:00~09:00 |
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指定閱讀 |
Bodie, Kane, and Marcus (2014), Investments (annotated 10th Edition), Hwa-Tai publishing
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參考書目 |
Malkiel (2012), A Random Walk Down Wall Street, 10th edition, Norton & Company,
NewYork, N.Y.
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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 |
09/15 |
Holiday (Mid-autumn Festival) |
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Week 2 |
09/22 |
Introduction (Bodie, Ch.5) |
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Week 3 |
09/29 |
Portfolio theory: The Markowitz approach (Bodie, Ch.6) |
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Week 4 |
10/06 |
Portfolio theory: The Markowitz approach (Bodie, Ch.7) |
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Week 5 |
10/13 |
Portfolio theory: Index models (Bodie, Ch.8) |
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Week 6 |
10/20 |
Equilibrium in capital market: CAPM (Bodie, Ch.9) |
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Week 7 |
10/27 |
CAPM and the index model (Bodie, Ch.9) |
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Week 8 |
11/03 |
Equilibrium in capital market: APT (Bodie, Ch.10) |
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Week 9 |
11/10 |
*Midterm exam* |
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Week 10 |
11/17 |
Bond valuation (Bodie, Ch.14) |
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Week 11 |
11/24 |
Bond valuation (Bodie, Ch.16) |
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Week 12 |
12/01 |
Equity valuation models (Bodie, Ch.18) |
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Week 13 |
12/08 |
Equity valuation models (Bodie, Ch.18) |
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Week 14 |
12/15 |
Field trip: Taiwan Futures Exchange |
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Week 15 |
12/22 |
Technical analysis (Bodie, Ch.12) |
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Week 16 |
12/29 |
Efficiency market hypothesis (Bodie, Ch.11) |
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Week 17 |
01/05 |
Conclusion (Malkiel (2012))
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Week 18 |
01/12 |
*Final exam* |
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