投資學
Investments
學期
107-2
學分
3
學分
當期課號
1506
永久課號
DIF1030
開課單位
資訊管理與財務金融系
授課教師
林智勇
校區
光復
類別
選修
上課時間表
| 節 | 週二 | 週三 |
|---|---|---|
2 09:00–09:50 | 投資學 M101 | |
5 13:20–14:10 | 投資學 M101 2 節連堂 | |
6 14:20–15:10 |
* 根據陽明交大上課時間表所列
概述
This course will provide the 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 theory, option markets and valuation, and debt securities.
先修科目
Financial Management, Probabilities and Statistics
評分方式
Midterm Exam (35%); Final Exam (35%); Quiz (20%) Class Performance (10%)
課程大綱
- Security Analysis and Bond Market
- Portfolio Theory
週次計畫
| 週次 | 主題 |
|---|---|
| 第 2 週 | Introduction |
| 第 2 週 | Risk Aversion and Capital Allocation |
| 第 3 週 | Risk Aversion and Capital Allocation |
| 第 4 週 | Optimal Risky Portfolios |
| 第 5 週 | Quiz and Optimal Risky Portfolios |
| 第 6 週 | The Capital Asset Pricing Model |
| 第 7 週 | The Capital Asset Pricing Model |
| 第 8 週 | Arbitrage Pricing Theory (APT) and Multifactor Models of Risk and Return |
| 第 9 週 | Midterm Exam |
| 第 10 週 | The Efficient Market Hypothesis |
| 第 11 週 | The Efficient Market Hypothesis |
| 第 12 週 | Equity Valuation Models and Security Valuation |
| 第 13 週 | Equity Valuation Models and Security Valuation |
| 第 14 週 | Bond Prices and Yields |
| 第 15 週 | The Management of Bond Portfolios |
| 第 16 週 | Portfolio Performance Evaluation |
| 第 17 週 | Quiz and Review |
| 第 18 週 | Final Exam |
教科書
“Investments (Annotated Edition)”, Bodie, Kane, Marcus (BKM), 2014
Office Hours
- 時間
- Tuesday 5:00-7:00pm
- 聯絡方式
- chihyung@nctu.edu.tw