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課程名稱 |
投資學
Investment |
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開課學期 |
99-2 |
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授課對象 |
會計學系 |
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授課教師 |
莊文議 |
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課號 |
Fin2008 |
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課程識別碼 |
703E22600 |
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班次 |
05 |
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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 |
星期三2,3,4(9:10~12:10) |
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上課地點 |
管二301 |
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備註 |
本課程以英語授課。先修科目:經濟學甲。
限本系所學生(含輔系、雙修生)
總人數上限：100人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/992_investments |
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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 taken Economics before. |
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預期每週課後學習時數 |
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Office Hours |
備註： 10:00 am ~ 12:00 pm, Tuesday; or by appointment |
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指定閱讀 |
Essentials of Investment, 2010, 8th edition, by Bodie, Kane, and Marcus. |
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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. |
Midterm exam |
40% |
Midterm exam is closed textbook and notes. Students can use financial calculator during the exam. |
2. |
Final exam |
40% |
Final exam is closed textbook and notes. Final exam is 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. Students can use financial calculator during the exam. |
3. |
Group project |
15% |
Three students are composed of a group at the beginning of the semester. There are two questions in the project. One is the prediction of the stock market movement and the other one is that of the price movement of a selected stock. Each group makes the predictions in the 6th week. The results are revealed in the 14th week. The project can be written by English or Chinese. Two groups with the best predictions may make a presentation to let others know their rationale. |
4. |
participation |
5% |
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 |
2/23 |
Introduction |
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第2週 |
3/02 |
Chapter 1: Investments: Background and Issues /
Chapter 2: Asset Classes and Financial Instruments
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第3週 |
3/09 |
Chapter 3: Securities Markets /
Chapter 4: Mutual Funds and Other Investment Companies
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第4週 |
3/16 |
Chapter 5: Risk and Return: Past and Prologue |
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第5週 |
3/23 |
Chapter 6: Efficient Diversification |
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第6週 |
3/30 |
Chapter 7: Capital Asset Pricing and Arbitrage Pricing Theory / Turn on the Project |
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第7週 |
4/06 |
Chapter 8: The Efficient Market Hypothesis |
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第8週 |
4/13 |
Chapter 9: Behavioral Finance and Technical Analysis |
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第9週 |
4/20 |
Midterm Exam |
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第10週 |
4/27 |
Chapter 10: Bond Prices and Yields |
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第11週 |
5/04 |
Chapter 11: Managing Bond Portfolios |
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第12週 |
5/11 |
Chapter 12: Macroeconomic and Industry Analysis |
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第13週 |
5/18 |
Chapter 13: Equity Valuation |
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第14週 |
5/25 |
Chapter 14: Financial Statement Analysis / Evaluate the Project |
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第15週 |
6/01 |
Chapter 15: Options Markets |
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第16週 |
6/08 |
Chapter 16: Option Valuation |
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第17週 |
6/15 |
Chapter 17: Futures Markets and Risk Management |
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第18週 |
6/22 |
Final Exam |
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