課程名稱 |
財金學術研究入門 Introduction to Finance Research |
開課學期 |
109-2 |
授課對象 |
管理學院 財務金融學系 |
授課教師 |
姜堯民 |
課號 |
Fin4003 |
課程識別碼 |
703 48000 |
班次 |
|
學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期一7,8,9(14:20~17:20) |
上課地點 |
管一403 |
備註 |
本課程中文授課,使用英文教科書。 限學士班三年級以上 總人數上限:20人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1092Fin4003_ |
課程簡介影片 |
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
課程概述 |
This course provides a general introduction to the fundamentals of financial theories. The course will be delivered to topics. Within each topic, we will discuss related concepts on mathematics, statistics, programming, and economics.
We will read papers extensively. You may learn how to read papers efficiently. You are asked to cover and present a paper, write review reports, prepare a proposal for a new research. You need to present the above work during our class meetings.
Most people do not acquire a deep understanding of empirical issues without actually doing empirical work. Therefore, you will be assigned exercises that require dealing with data and estimating models. You are free to use any software available to you to perform this empirical work. Matlab, Stata, Eviews, R, or Python is recommended. |
課程目標 |
This is a preparation course for students who plan to study PH.D. in finance. The course is ambitious to give students a solid foundation to study and to do research in finance. In addition to studying fundamental knowledge in mathematics, statistics, and economics, the course will also survey many issues in finance academic research. The intent is to give the students grounding for future career in finance research. |
課程要求 |
A course requirement is to prepare a proposal for a project concerning issues we discuss in class.
Motivation
A story
Literature review
Develop your hypotheses
Collect data and think of empirical methodologies
Have some preliminary results
You are welcome to work on a joint project with other students in the class. Learning to work in a team is important. |
預期每週課後學習時數 |
|
Office Hours |
|
指定閱讀 |
待補 |
參考書目 |
READING LIST
Keshav, S. How to Read a Paper.
Class Text
Financial Theory and Corporate Policy, by Copeland, Weston & Shastri, 4th Edition, Pearson ISBN 0-321-12721-8.
Chiang, A. C., & Wainwright, K. (2005). Fundamental methods of mathematical economics. Boston, Mass: McGraw-Hill/Irwin.
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange, by Keith Cuthbertson, Dirk Nitzsche, John Wiley & Sons. |
評量方式 (僅供參考) |
|
週次 |
日期 |
單元主題 |
第1週 |
2/22 |
Introduction |
第2週 |
3/01 |
(Holiday) |
第3週 |
3/08 |
Mathematics for Finance |
第4週 |
3/15 |
Economics: choice and utility, agency model |
第5週 |
3/22 |
Economics: signaling, game |
第6週 |
3/29 |
Empirical Finance |
第7週 |
4/05 |
(Holiday) |
第8週 |
4/12 |
Investment |
第9週 |
4/19 |
Cover a paper, presentation |
第10週 |
4/26 |
Asset Pricing |
第11週 |
5/03 |
Corporate finance (I) capital structure, dividend policy |
第12週 |
5/10 |
Corporate finance (II), M&A, financial distress |
第13週 |
5/17 |
Corporate governance, Innovation |
第14週 |
5/24 |
Duplicate an empirical paper, presentation |
第15週 |
5/31 |
Initial public offerings |
第16週 |
6/07 |
Real estate and insurance |
第17週 |
6/14 |
(Holiday) |
第18週 |
6/21 |
Proposal presentation |
|