課程資訊
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
 
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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)
   
課程進度
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