投資學
Investments
| 節 | 週二 | 週三 |
|---|---|---|
2 09:00–09:50 | 投資學 M101（光復） | |
5 13:20–14:10 | 投資學 M101（光復） 2 節連堂 | |
6 14:20–15:10 |
* 根據陽明交大上課時間表所列
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.
Financial Management, Probabilities and Statistics
無備註
教師未提供此項資料
Midterm Exam (35%); Final Exam (35%); Quiz (20%) Class Performance (10%)
Security Analysis and Bond Market
1. Equity Valuation Models and Security Valuation 2. Bond Prices
- 講授：
- 24
Portfolio Theory
1. Instruments/Market 2. Portfolio Selection Model 3. CAPM
- 講授：
- 30
| 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 |
“Investments (Annotated Edition)”, Bodie, Kane, Marcus (BKM), 2014
- 地點
- 教師未提供此項資料
- 時間
- Tuesday 5:00-7:00pm
- 聯絡方式
- chihyung@nctu.edu.tw