投資學
Investments
學期
106-2
學分
3
學分
當期課號
1482
永久課號
DIF1030
開課單位
資訊管理與財務金融系
授課教師
李漢星
校區
光復
類別
必修
上課時間表
| 節 | 週二 | 週三 |
|---|---|---|
5 13:20–14:10 | 投資學 M101 2 節連堂 | |
6 14:20–15:10 | ||
8 16:30–17:20 | 投資學 M101 |
* 根據陽明交大上課時間表所列
概述
This course will provide students fundamental knowledge and basic language of investment analysis. The training of this course will also prepare the students for the advanced courses such as asset pricing and portfolio analysis, and option and futures. The main topics to be covered in this course include securities markets, portfolio and asset pricing theory, debt securities, and option markets and valuation.
先修科目
Probability and Statistics, Financial Management (suggested)
教學方式
Course materials will be posted on the e3 system(e3.nctu.edu.tw).
評分方式
Grading policy: Midterm Exam (30%); Final Exam (35%); Quiz (20%); Homework (10%); Class Performance (5%)
課程大綱
- Instruments/Market
- Portfolio Theory
- Option Market and Valuation
- Debt securities
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Asset Class and Financial Instruments |
| 第 3 週 | Security Markets |
| 第 4 週 | Mutual Funds |
| 第 5 週 | Risk and Return |
| 第 6 週 | Bond Prices and Yields |
| 第 7 週 | Term Structure of Interest Rate |
| 第 8 週 | Option Market |
| 第 9 週 | Option Strategies |
| 第 10 週 | Midterm Exam |
| 第 11 週 | Option Valuation |
| 第 12 週 | Option Valuation |
| 第 13 週 | Efficient Diversification |
| 第 14 週 | Capital Asset Pricing Model and Arbitrage Pricing Theory |
| 第 15 週 | The Efficient Market Hypothesis |
| 第 16 週 | Performance Evaluation and Active Portfolio Management |
| 第 17 週 | Behavioral Finance and Technical Analysis |
| 第 18 週 | Final Exam |
教科書
Essentials of Investments by Bodie, Kane, and Marcus, 10th Edition, McGraw-Hill
Office Hours
- 地點
- M420
- 時間
- Tue 5:30-6:30pm Wed 3:30-4:30pm
- 聯絡方式
- 57076 hhlee@mail.nctu.edu.tw