投資學

Investments

學期

114-2

學分

3 學分

當期課號

517505

永久課號

MGIF10003

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

概述

This course will provide students fundamental knowledge and the 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 options 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(https://e3.nycu.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 / Asset Class and Financial Instruments
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	Intercollegiate Activities (no class)
第 7 週	Term Structure of Interest Rate
第 8 週	Option Market / Option Strategies
第 9 週	Midterm Exam
第 10 週	Option Valuation
第 11 週	Mutual Funds and Other Investment Companies
第 12 週	Special Lecture by TAIFEX Speaker 期交所專題演講(暫定)
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	Final Exam

教科書

Essentials of Investments by Bodie, Kane, and Marcus, 13th Edition, McGraw-Hill Hwa Tai Publishing https://eshop.hwatai.com.tw/SalePage/Index/9994378 eBook https://eshop.hwatai.com.tw/SalePage/Index/9766349

Office Hours

地點: M419
時間: Wed 4:30-5:30pm Thr 4:30-5:30pm
聯絡方式: 57076 hhlee@nycu.edu.tw