金融創新
Financial Innovations
| 節 | 週四 |
|---|---|
8 16:30–17:20 | 金融創新 M101（光復） 3 節連堂 |
9 17:30–18:20 | |
A 18:30–19:20 |
* 根據陽明交大上課時間表所列
課程主要從企業與投資人等不同的角度來分析結構型商品 共包括以下主題: Part I: Review of Derivatives Part II: 金融業與非金融業發行之結構型商品 Part III: CDO, CDS, and Lehman Brothers Minibond Part IV: 香港結構型商品實例 Part I: 金融創新在公司一般行銷, 生產與併購之應用 Part VI: 金融創新在公司風險管理之應用 Part VII: 金融創新在數位金融之應用 本課程不以數學為出發點,嘗試以非技術之方式讓同學能瞭解市場相關結構型商品
建議修習過大學部期貨選擇權課程
無備註
教師未提供此項資料
期中報告 30% 期中考試 30% 期末報告 40%
教師未提供此項資料
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction to Derivatives (I)- Overview 2/25 |
| 第 2 週 | Introduction to Derivatives (II) -Mathematical Finance |
| 第 3 週 | Introduction to Derivatives (II) -Mathematical Finance |
| 第 4 週 | Introduction to Derivatives (II) - Exotic Options |
| 第 5 週 | Introduction to Derivatives (II) - Exotic Options |
| 第 6 週 | Introduction to Derivatives (III) - Fixed Income Securities |
| 第 7 週 | Introduction to Derivatives (III) - Fixed Income Securities |
| 第 8 週 | Financial Engineering and Non - Financial Firms' Structured Notes (I) |
| 第 9 週 | Midterm Exam (Introduction to Derivatives (I), (II) and (III)) |
| 第 10 週 | Financial Engineering and Non - Financial Firms' Structured Notes (II) |
| 第 11 週 | Financial Engineering and Non - Financial Firms' Structured Notes (III) |
| 第 12 週 | Midterm Report (Financial Product Presentation) |
| 第 13 週 | CDO, CDS, and Lehman Brothers Minibond; Digital Financial Innovation; |
| 第 14 週 | Classic Papers Reading 1: Tufano, P., 1996, How Financial Engineering Can Advance Corporate Strategy, Harvard Business Review, p.136-146. |
| 第 15 週 | Final Project (Product Innovation Presentations) |
| 第 16 週 | HK Structured Notes(I) - Case Study 6/10 |
| 第 17 週 | HK Structured Notes(II) - Case Study (彈性上課錄影教學) |
| 第 18 週 | Classic Papers Reading 2: Culp, C. L., 1994, Structured Debt and Corporate Risk Management, Journal of Applied Corporate Finance, 7(3), p.73-84 (彈性上課錄影教學) |
No required textbook. Lectures will be provided on New E3.
- 地點
- 待定
- 時間
- 待定
- 聯絡方式
- (03) 571-2121 ext. 57056 Email:hhhuang@nctu.edu.tw