課程名稱 |
投資管理專題研究一 Special Topics in Investments(Ⅰ) |
開課學期 |
102-2 |
授課對象 |
管理學院 國際企業學研究所 |
授課教師 |
洪茂蔚 |
課號 |
IB8075 |
課程識別碼 |
724 D2520 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期一6,7,8(13:20~16:20) |
上課地點 |
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備註 |
限博士班 總人數上限:10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 |
Course Description
This course has two main goals. First, to introduce students to the frontier of research in the field of investments. In addition to traditional topics such as recursive utility, asset allocation and option pricing, we will spend some time on the interaction between asset pricing and corporate finance. The reading list will be distributed in the first day of the class.
The second goal of the course is to prepare students to write research papers in the field of investments. Students have to turn in a final paper on a topic of their choice. By the end of the course, hopefully students will learn what it takes to write a paper, the types of assumptions we need to make in order to solve theoretical models, how to implement numerical simulations, and how we justify the models’ predictions with empirical data.
This course is intended for doctoral students (2nd year and beyond). Students should be familiar with the materials covered in the first year required “Capital Market” course. |
課程目標 |
待補 |
課程要求 |
待補 |
預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
待補 |
參考書目 |
Background reading
1. Campbell, J. and L. Viceira, 2002, “Strategic Asset Allocation,” Oxford University Press.
2. Cochrane, J., 2001, “Asset Pricing,” Princeton Press.
3. Duffie, D., 2001, “Dynamic Asset Pricing Theory,” Princeton University Press.
4. Hull, J., 2008, “Options, Futures, and Other Derivatives,” Pearson, Upper Saddle River. |
評量方式 (僅供參考) |
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