課程資訊
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
 
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 
 
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
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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% 
 
2. 
Homework 
20% 
 
3. 
Cover papers 
20% 
 
4. 
Paper referee 
20% 
 
5. 
Proposal 
20% 
 
 
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
課程進度
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