投資學
Investments
| 節 | 週四 |
|---|---|
2 09:00–09:50 | 投資學 M101 3 節連堂 |
3 10:10–11:00 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
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.
Probability and Statistics, Financial Management (suggested)
Course materials will be posted on the e3 system(https://e3.nycu.edu.tw).
Grading policy: Midterm Exam (30%); Final Exam (35%); Quiz (20%); Homework (10%); Class Performance (5%)
- Instruments/Market
- Portfolio Theory
- Option Market and Valuation
- Debt securities
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Asset Class and Financial Instruments |
| 第 3 週 | Security Markets |
| 第 4 週 | Risk and Return |
| 第 5 週 | Bond Prices and Yields |
| 第 6 週 | Term Structure of Interest Rate |
| 第 7 週 | Option Market / Option Strategies |
| 第 8 週 | Intercollegiate Activities (no class) |
| 第 9 週 | Option Valuation |
| 第 10 週 | Midterm Exam |
| 第 11 週 | Mutual Funds and Other Investment Companies |
| 第 12 週 | Efficient Diversification |
| 第 13 週 | Efficient Diversification / Capital Asset Pricing Model |
| 第 14 週 | Capital Asset Pricing Model and Arbitrage Pricing Theory |
| 第 15 週 | The Efficient Market Hypothesis |
| 第 16 週 | Final Exam |
| 第 17 週 | |
| 第 18 週 |
Essentials of Investments by Bodie, Kane, and Marcus, 12th Edition, McGraw-Hill
- 地點
- M419
- 時間
- Wed 4:30-5:30pm Thr 4:30-5:30pm
- 聯絡方式
- 57076 hhlee@nycu.edu.tw