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課程名稱 |
投資學
Investment |
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開課學期 |
103-2 |
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授課對象 |
會計學系 |
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授課教師 |
姜堯民 |
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課號 |
Fin2008 |
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課程識別碼 |
703 22600 |
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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 |
星期二2,3,4(9:10~12:10) |
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上課地點 |
管一103 |
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備註 |
本課程中文授課,使用英文教科書。
限本系所學生(含輔系、雙修生)
總人數上限：80人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1032Fin2008_05 |
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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 |
投資學 |
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課程目標 |
To give students a broad background in the principles and techniques of investment analysis. Some specific topics covered include risk and return, an introduction to portfolio theory, the analytical tools of portfolio management, asset pricing model, bond pricing, option pricing, option trading strategy, market efficiency, . It broadly covers financial instruments, such as equity, fixed income, and derivative securities. |
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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. We will have 4 homework assignments. The due date is one week after the homework assigned. No delay is accepted.
3. We will have midterm examination and final examination. The examination will be on-line test at the classroom.
4. One group project will be assigned. I expect each group member to participate fully in the project. We will run a fundamental analysis for a firm. Please treat these projects as professional assignments, similar to those you will submit to your boss at work. |
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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 |
待補 |
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參考書目 |
1. Required Textbook: Bodie, Kane & Marcus, Investments, 2014, 10/e, McGraw-Hill. (BKM)
2. Lecture Notes: Notes of class lectures are available on the website. It is strongly recommended that you read these lecture Notes and use them to structure your own notes. Note, however, that the lecture Notes are not substitutes for class attendance and the textbook. Please read the relevant chapters of the textbook before each class and attend class regularly. |
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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 Assignments/Project |
30% |
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2. |
Mid Exam |
30% |
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3. |
Final Exam |
30% |
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4. |
Attendance and participation |
10% |
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週次 |
日期 |
單元主題 |
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第1週 |
2/24 |
Introduction: the investment environment |
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第2週 |
3/03 |
Asset classes and financial instruments |
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第3週 |
3/10 |
How securities are traded |
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第4週 |
3/17 |
Mutual funds and other investment companies |
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第5週 |
3/24 |
Risk and return |
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第6週 |
3/31 |
Capital allocation to risky assets |
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第7週 |
4/07 |
Optimal risky portfolio |
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第8週 |
4/14 |
Index models and The Capital Asset Pricing Model |
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第9週 |
4/21 |
Midterm Exam |
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第10週 |
4/28 |
Arbitrage Pricing Theory and other pricing models |
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第11週 |
5/05 |
The Efficient Market Hypothesis |
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第12週 |
5/12 |
Behavior finance and empirical evidence |
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第13週 |
5/19 |
Bond pricing, yields, and the term structure of interest rates |
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第14週 |
5/26 |
Managing bond portfolios |
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第15週 |
6/02 |
Macroeconomic and industry analysis |
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第16週 |
6/09 |
Options: introduction, valuation, and trading strategies |
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第17週 |
6/16 |
Futures market |
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第18週 |
2015/6/23 |
Final Examination |
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