課程資訊
課程名稱
 信用風險專題研討
SEMINAR IN CREDIT RISK 
開課學期
 94-1 
授課對象
 管理學院  財務金融學研究所  
授課教師
 廖咸興 
課號
 Fin7019 
課程識別碼
 723 M1900 
班次
  
學分
 3 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期四2,3,4(9:10~12:10) 
上課地點
 管貳204 
備註
 本系博士班優先
限碩士班以上
總人數上限：20人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/941credit 
課程簡介影片
 
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課程概述

Credit risk models develop
rapidly recently. The
course will introduce the
development of major types
of credit risk models in
literature. They include
structured-form models,
reduced-form models, and
systematic factor models.
This course will also
discuss credit related
researches in corporate
financial management and
credit related investment
tools. 

課程目標
 Credit risk models develop
rapidly recently. The
course will introduce the
development of major types
of credit risk models in
literature. They include
structured-form models,
reduced-form models, and
systematic factor models.
This course will also
discuss credit related
researches in corporate
financial management and
credit related investment
tools. 
課程要求
 Finance major Graduate
students 
預期每週課後學習時數
  
Office Hours
 另約時間 
指定閱讀
  
參考書目
  
評量方式
(僅供參考)
  
No.
項目
百分比
說明
1. 
 Homework 
20% 
 .Homework assignment means a take-home test with questions related to papers discussed in class. It will be held on some day in second half of the semester. 
2. 
 Term Project 
40% 
 Term Project means a research proposal related to the class in the end of the semester 
3. 
 Presentation and Participation 
40% 
  
 
課程進度
週次
日期
單元主題
第1週
 9/22  week 1: Introduction 
第2週
 9/29  week 2: model review 
第3週
 10/06  week 3 
第4週
 10/13  week 4 
第5週
 10/20  week 5 
第6週
 10/27  week6 
第7週
 11/03  week7 
第8週
 11/10  week 8 
第9週
 11/17  week9 
第10週
 11/24  week10 
第11週
 12/01  week11 
第12週
 12/08  week12 
第13週
 12/15  week13 
第14週
 12/22  week14