課程名稱 |
財金學術研究入門 Introduction to Finance Research |
開課學期 |
111-2 |
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 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二2,3,4(9:10~12:10) |
上課地點 |
管一203 |
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 |
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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 |
課程大綱
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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 |
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 |
Everyone participates even you are just auditing. You must read, discuss, and present in class. Class participation is a critical part of this course. You are welcome to ask and answer questions.
Prepare your work professionally.
You are welcome to work in a team. However, everyone prepares own report and presentation. |
預期每週課後學習時數 |
10 hours |
Office Hours |
每週二 13:00~15:00 |
指定閱讀 |
Course materials: lecture notes, data, program code, papers, etc. can be downloaded from CEIBA. You are asked to download and read course materials before classes. Videos may be provided on NTU Cool. |
參考書目 |
NA |
評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Class participation |
20% |
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2. |
Homework |
20% |
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3. |
Cover papers |
20% |
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4. |
Paper referee |
20% |
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5. |
Proposal |
20% |
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針對學生困難提供學生調整方式 |
上課形式 |
提供學生彈性出席課程方式 |
作業繳交方式 |
學生與授課老師協議改以其他形式呈現 |
考試形式 |
書面(口頭)報告取代考試 |
其他 |
由師生雙方議定 |
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週次 |
日期 |
單元主題 |
第1週 |
2023/2/21 |
Introduction, why Finance? |
第3週 |
2023/3/7 |
Mathematics for finance (I), matrix, differential, and integral |
第4週 |
2023/3/14 |
Mathematics for finance (II), stochastic process, numerical method, probability and statistics |
第5週 |
2023/3/21 |
Economics: choice and utility, agency model |
第6週 |
2023/3/28 |
Economics: signaling, game |
第7週 |
2023/4/4 |
Empirical finance |
第8週 |
2023/4/11 |
Cover a paper, presentation |
第9週 |
2023/4/18 |
Investment |
第10週 |
2023/4/25 |
Asset pricing |
第11週 |
2023/5/2 |
Corporate finance (I) capital structure, dividend policy |
第12週 |
2023/5/9 |
Corporate finance (II), M&A, financial distress |
第13週 |
2023/5/16 |
Corporate governance, innovation |
第14週 |
2023/5/23 |
Duplicate an empirical paper, presentation |
第15週 |
2023/5/30 |
Initial public offerings |
第16週 |
2023/6/6 |
Proposal presentation |
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