課程名稱 |
資產證券化概論 Introduction to Asset Securitization |
開課學期 |
104-1 |
授課對象 |
管理學院 財務金融學系 |
授課教師 |
廖咸興 |
課號 |
Fin5014 |
課程識別碼 |
723 U3500 |
班次 |
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學分 |
3 |
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 |
管二102 |
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:100人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1041Fin5014_ |
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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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
Asset securitization becomes
an important financing
technique recently. This
course will introduce the
principles, structures, and
investment characteristics
of several major types of
asset securitization. They
include residential mortgage
backed securities,
commercial mortgage backed
securities, auto loan backed
secutities, credit card ABS,
Asset-backed commercial
paper (ABCP), Housing equity
loan backed secutities,
CBO/CLO/CDO, and real estate
backed securities. In
addition, this course will
also introduce basic credit risk pricing theories. |
課程目標 |
Asset securitization becomes
an important financing
technique recently. This
course will introduce the
principles, structures, and
investment characteristics
of several major types of
asset securitization. They
include residential mortgage
backed securities,
commercial mortgage backed
securities, auto loan backed
secutities, credit card ABS,
Asset-backed commercial
paper (ABCP), Housing equity
loan backed secutities,
CBO/CLO/CDO, and real estate
backed securities. In
addition, this course will
also introduce basic credit risk pricing theories. |
課程要求 |
Mid-term Exam
40%
Final Exam
40%
Homework and
Participation
20%
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預期每週課後學習時數 |
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Office Hours |
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參考書目 |
待補 |
指定閱讀 |
待補 |
評量方式 (僅供參考) |
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