110-2_校外實習（春）
教學目標
本課程旨在藉由金融機構實習來提升學生在職場的適應能力與競爭能力,並透過金融機構實習的機會, 讓學生模擬進入職場, 將所學的理論應用於實務工作.此外, 本課程也可以讓學生瞭解目前金融機構的運作及獲得最新的實務知識. 整體而言, 本課程培養學生具備「職場需求為導向的專業能力」、「創新思維與主動學習的能力」、「金融倫理與服務的能力」及「以科學方法解決問題的能力」,並期望達成「人文素養與專業學理兼備」及「具備當代思維與國際視野」的教學目標.
授課形式
理論講述與討論-15.00%;個案分析或作品賞析-15.00%;專題實作與報告-70.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
實習共計486小時
教科書/參考書
金融機構實習工作相關講義
評分標準
實習機構主管評分 50% 期末報告 50%
學分數
9
授課時數(周)
3
開課班級
A10732
修課人數
1
本課程旨在藉由金融機構實習來提升學生在職場的適應能力與競爭能力,並透過金融機構實習的機會, 讓學生模擬進入職場, 將所學的理論應用於實務工作.此外, 本課程也可以讓學生瞭解目前金融機構的運作及獲得最新的實務知識. 整體而言, 本課程培養學生具備「職場需求為導向的專業能力」、「創新思維與主動學習的能力」、「金融倫理與服務的能力」及「以科學方法解決問題的能力」,並期望達成「人文素養與專業學理兼備」及「具備當代思維與國際視野」的教學目標.
授課形式
理論講述與討論-15.00%;個案分析或作品賞析-15.00%;專題實作與報告-70.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
實習共計486小時
教科書/參考書
金融機構實習工作相關講義
評分標準
實習機構主管評分 50% 期末報告 50%
學分數
9
授課時數(周)
3
開課班級
A10732
修課人數
1
110-2_金融倫理
教學目標
-------------------------------------------------------------------------------------- 線上授課, 線上測驗(報告) 視訊平台: Microsoft Teams URL: https://teams.microsoft.com/l/team/19%3arpUmqtvM3DX8yH0NY1TTzwFwp7S50i4Tt3tqyn6F2Ck1%40thread.tacv2/conversations?groupId=3c592d96-bf2d-455c-9719-8021b84de1a9&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 -------------------------------------------------------------------------------------- This course on financial ethics will be taught from a global and multi-disciplinary perspective as it integrates philosophy with management, economics, strategy, law, and public policy. The objectives of this course are to: 1.) Introduce students to a conceptual framework that will facilitate the examination of the range of ethical issues that arise when conducting business in today’s global marketplace; 2.) Encourage student thinking, reasoning and decision making from the points of view of various stakeholders (customers, employees, suppliers, governments, society) as each of these relationships creates ethical challenges and responsibilities. Students should consider such ethical issues in terms of the type of life they themselves wish to lead and the type of public policy for governing business that they are willing to support.
授課形式
理論講述與討論-20.00%;個案分析或作品賞析-80.00%;專題實作與報告-0.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
1.) Course introduction 2.) Case 1: Monsanto attempts to balance stakeholder interests (Chapter 1) 3.) Case 2: Starbucks' mission: social responsibility and brand strength (Chapter 2) 4.) Case 3: Enron: questionable accounting leads to collapse (Chapter 3) 5.) Case 4: Tyco international: leadership crisis (Chapter 4) 6.) Case 5: Home depot implements stakeholder orientation (Chapter 5) 7.) Case 6: Arthur andersen: questionable accounting practices (Chapter 6) 8.) Enron (the movie) 9.) Midterm exam 10.) Case 7: Coping with financial and ethical risks at AIG (Chapter 7) 11.) Case 8: The fraud of the century: the case of bernard madoff (Chapter 8) 12.) Case 9: The coca-cola company struggles with ethical crises (Chapter 9) 13.) Case 10: BP focuses on sustainability (Chapter 10) 14.) Case 11: The american red cross (Chapter 11) 15.) Case 12: Countrywide financial: the subprime meltdown (Chapter 12) 16.) Case 13: Banking industry meltdown: the ethical and financial risks of derivatives (Chapter 13) 17.) Inside job (the movie) 18.) Final exam
教科書/參考書
1.) "Ethical Decision Making for Business" (8th edition), by John Fraedrich, OC Ferrell, and Linda Ferrell, South-Western Cengage Learning, 2011; 2.) The Wall Street Journal; 3.) Handouts and case studies, as directed.
評分標準
Major factors entering into grade determination will consist of: 1.) Class attendance and contribution to class discussion (20%); 2.) Participation in, and communication with respect to group/individual project (40%); 3.) Comprehensive final examination (40%). * NO extra credit allowed.
學分數
3
授課時數(周)
3
開課班級
M10932
修課人數
17
-------------------------------------------------------------------------------------- 線上授課, 線上測驗(報告) 視訊平台: Microsoft Teams URL: https://teams.microsoft.com/l/team/19%3arpUmqtvM3DX8yH0NY1TTzwFwp7S50i4Tt3tqyn6F2Ck1%40thread.tacv2/conversations?groupId=3c592d96-bf2d-455c-9719-8021b84de1a9&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 -------------------------------------------------------------------------------------- This course on financial ethics will be taught from a global and multi-disciplinary perspective as it integrates philosophy with management, economics, strategy, law, and public policy. The objectives of this course are to: 1.) Introduce students to a conceptual framework that will facilitate the examination of the range of ethical issues that arise when conducting business in today’s global marketplace; 2.) Encourage student thinking, reasoning and decision making from the points of view of various stakeholders (customers, employees, suppliers, governments, society) as each of these relationships creates ethical challenges and responsibilities. Students should consider such ethical issues in terms of the type of life they themselves wish to lead and the type of public policy for governing business that they are willing to support.
授課形式
理論講述與討論-20.00%;個案分析或作品賞析-80.00%;專題實作與報告-0.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
1.) Course introduction 2.) Case 1: Monsanto attempts to balance stakeholder interests (Chapter 1) 3.) Case 2: Starbucks' mission: social responsibility and brand strength (Chapter 2) 4.) Case 3: Enron: questionable accounting leads to collapse (Chapter 3) 5.) Case 4: Tyco international: leadership crisis (Chapter 4) 6.) Case 5: Home depot implements stakeholder orientation (Chapter 5) 7.) Case 6: Arthur andersen: questionable accounting practices (Chapter 6) 8.) Enron (the movie) 9.) Midterm exam 10.) Case 7: Coping with financial and ethical risks at AIG (Chapter 7) 11.) Case 8: The fraud of the century: the case of bernard madoff (Chapter 8) 12.) Case 9: The coca-cola company struggles with ethical crises (Chapter 9) 13.) Case 10: BP focuses on sustainability (Chapter 10) 14.) Case 11: The american red cross (Chapter 11) 15.) Case 12: Countrywide financial: the subprime meltdown (Chapter 12) 16.) Case 13: Banking industry meltdown: the ethical and financial risks of derivatives (Chapter 13) 17.) Inside job (the movie) 18.) Final exam
教科書/參考書
1.) "Ethical Decision Making for Business" (8th edition), by John Fraedrich, OC Ferrell, and Linda Ferrell, South-Western Cengage Learning, 2011; 2.) The Wall Street Journal; 3.) Handouts and case studies, as directed.
評分標準
Major factors entering into grade determination will consist of: 1.) Class attendance and contribution to class discussion (20%); 2.) Participation in, and communication with respect to group/individual project (40%); 3.) Comprehensive final examination (40%). * NO extra credit allowed.
學分數
3
授課時數(周)
3
開課班級
M10932
修課人數
17
110-2_財務實證研究
教學目標
本課程旨在培養學生具備「職場需求為導向的專業能力」、「創新思維與主動學習的能力」及「以科學方法解決問題的能力」,並期望達成「人文素養與專業學理兼備」及「具備當代思維與國際視野」的教學目標.此外,本課程亦希望培養學生獨立分析與研究的能力,並透過各種主題的論文研讀與探討,養成財務論文寫作的技能.
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
5/10及5/17線上授課 遠距線上授課網址(使用Google Meet) meet.google.com/skj-doik-nvt 1.第1週(2/22): Kim, K. A. and S. G. Rhee, 1997. Price Limit Performance: Evidence from the Tokyo Stock Exchange, Journal of Finance, 52, 885-901. 2.第2週(3/1): Chang, C.-H. and S. Hsieh, 2008. Is the Daily Price Limit of the Taiwan Stock Exchange Effective? Fundamentals of Listed Stocks and Investors’ Perception of Fair Price, Asia-Pacific Journal of Financial Studies, 37, 675-726. 3.第3週(3/8): Li, J., Y. S. Shin, and W. T. Moore, 2006. Reactions of Japanese Markets to Changes in Credit Ratings by Global and Local Agencies, Journal of Banking & Finance, 30, 1007-1021. 4.第4週(3/15): Chang, C.-H. and K. C. Chan, 2011. Investment banks’ stock ratings, call warrant issuance, and responses from heterogeneous investors: Evidence from Taiwan, International Review of Economics & Finance, 20(4), 733-743. 5.第5週(3/22): Chang, C.-H., 2017. Exploring stock recommenders’ behaviors and recommendation receivers’ sophistication, Journal of Economics and Finance, 41(1), 1-26. 6.第6週(3/29): Solt, M. E. and M. Statman, 1989. Good companies, bad stocks, Journal of Portfolio Management, 15(4), 39-44. 7.第7週(4/5):放假 8.第8週(4/12): Chang, C.-H., H.-H. Huang, Y.-C. Chang, and, T.-Y. Lin, 2015. Stock characteristics and psychological pitfalls, Managerial Finance, 41(12), 1298-1317. 9.第9週(4/19): 期中研讀報告 10.第10週(4/26): Hou, K., 2007. Industry Information Diffusion and the Lead-lag Effect in Stock Returns, Review of Financial Studies, 20, 1113-1138. 11.第11週(5/3): Chang, C.-H., H.-I. Cheng, I.-H. Huang, and H.-H. Huang, 2011. Lead-lag relationship, volatility asymmetry, and overreaction phenomenon, Managerial Finance, 37(1), 47-71. 12.第12週(5/10): An, H. and K. C. Chan, 2008. Credit Ratings and IPO Pricing, Journal of Corporate Finance, 14(5), 584-595. 13.第13週(5/17): Chang, C.-H., 2011, IPO underpricing: A social comparison perspective, International Review of Economics & Finance, 20(3), 367-375. 14.第14週(5/24): Chiang, T. C. and D. Zheng, 2010. An empirical analysis of herd behavior in global stock markets, Journal of Banking & Finance, 34(8), 1911-1921. 15.第15週(5/31): Chang, C.-H. and S.-J. Lin, 2015. The effects of national culture and behavioral pitfalls on investors’ decision-making: Herding behavior in international stock markets, International Review of Economics & Finance, 37, 380-392. 16.第16週(6/7): Dittmar, A.K., 2000. Why do firms repurchase stock? Journal of Business, 73(3), 331-355. 17.第17週(6/14): L.-C. Lee, C.-H. Chang, C.-C. Tsai, and T.-Y. Cheng, 2013. The effect of psychological pitfalls on investors’ reaction and repurchasing firms’ motivation, Asia Pacific Management Review, 18(1), 1-23. 18.第18週: 期末研讀報告
教科書/參考書
JF、JFE、RFS、JFQA等期刊內容中與授課主題有關的論文。
評分標準
論文研讀報告 70% 平常成績 30%
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
12
本課程旨在培養學生具備「職場需求為導向的專業能力」、「創新思維與主動學習的能力」及「以科學方法解決問題的能力」,並期望達成「人文素養與專業學理兼備」及「具備當代思維與國際視野」的教學目標.此外,本課程亦希望培養學生獨立分析與研究的能力,並透過各種主題的論文研讀與探討,養成財務論文寫作的技能.
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
5/10及5/17線上授課 遠距線上授課網址(使用Google Meet) meet.google.com/skj-doik-nvt 1.第1週(2/22): Kim, K. A. and S. G. Rhee, 1997. Price Limit Performance: Evidence from the Tokyo Stock Exchange, Journal of Finance, 52, 885-901. 2.第2週(3/1): Chang, C.-H. and S. Hsieh, 2008. Is the Daily Price Limit of the Taiwan Stock Exchange Effective? Fundamentals of Listed Stocks and Investors’ Perception of Fair Price, Asia-Pacific Journal of Financial Studies, 37, 675-726. 3.第3週(3/8): Li, J., Y. S. Shin, and W. T. Moore, 2006. Reactions of Japanese Markets to Changes in Credit Ratings by Global and Local Agencies, Journal of Banking & Finance, 30, 1007-1021. 4.第4週(3/15): Chang, C.-H. and K. C. Chan, 2011. Investment banks’ stock ratings, call warrant issuance, and responses from heterogeneous investors: Evidence from Taiwan, International Review of Economics & Finance, 20(4), 733-743. 5.第5週(3/22): Chang, C.-H., 2017. Exploring stock recommenders’ behaviors and recommendation receivers’ sophistication, Journal of Economics and Finance, 41(1), 1-26. 6.第6週(3/29): Solt, M. E. and M. Statman, 1989. Good companies, bad stocks, Journal of Portfolio Management, 15(4), 39-44. 7.第7週(4/5):放假 8.第8週(4/12): Chang, C.-H., H.-H. Huang, Y.-C. Chang, and, T.-Y. Lin, 2015. Stock characteristics and psychological pitfalls, Managerial Finance, 41(12), 1298-1317. 9.第9週(4/19): 期中研讀報告 10.第10週(4/26): Hou, K., 2007. Industry Information Diffusion and the Lead-lag Effect in Stock Returns, Review of Financial Studies, 20, 1113-1138. 11.第11週(5/3): Chang, C.-H., H.-I. Cheng, I.-H. Huang, and H.-H. Huang, 2011. Lead-lag relationship, volatility asymmetry, and overreaction phenomenon, Managerial Finance, 37(1), 47-71. 12.第12週(5/10): An, H. and K. C. Chan, 2008. Credit Ratings and IPO Pricing, Journal of Corporate Finance, 14(5), 584-595. 13.第13週(5/17): Chang, C.-H., 2011, IPO underpricing: A social comparison perspective, International Review of Economics & Finance, 20(3), 367-375. 14.第14週(5/24): Chiang, T. C. and D. Zheng, 2010. An empirical analysis of herd behavior in global stock markets, Journal of Banking & Finance, 34(8), 1911-1921. 15.第15週(5/31): Chang, C.-H. and S.-J. Lin, 2015. The effects of national culture and behavioral pitfalls on investors’ decision-making: Herding behavior in international stock markets, International Review of Economics & Finance, 37, 380-392. 16.第16週(6/7): Dittmar, A.K., 2000. Why do firms repurchase stock? Journal of Business, 73(3), 331-355. 17.第17週(6/14): L.-C. Lee, C.-H. Chang, C.-C. Tsai, and T.-Y. Cheng, 2013. The effect of psychological pitfalls on investors’ reaction and repurchasing firms’ motivation, Asia Pacific Management Review, 18(1), 1-23. 18.第18週: 期末研讀報告
教科書/參考書
JF、JFE、RFS、JFQA等期刊內容中與授課主題有關的論文。
評分標準
論文研讀報告 70% 平常成績 30%
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
12
110-2_財務工程(二)
教學目標
計價與避險為財務工程之核心議題，藉由適當的數學模型可以計算金融商品的無套利價格以及避險策略，本課程延續財務工程(一)之討論，介紹多期模型之原理與應用，主要為二項式模型以及Black-Scholes模型，另外，本課程也介紹實務上應用於計價之數值方法，培養學生利用程式設計解決計價與避險問題，如Excel VBA，並鼓勵學生使用虛擬平台對課程所學理論進行實證測試。
由於本課程延續財務工程(一)的內容，建議修過"財務工程(一)"之學生，或是已有基礎選擇權計價理論者再選修本課程。
5/12、5/19課程採用遠距上課，平台為Microsoft Teams。
授課形式
理論講述與討論-100.00%;個案分析或作品賞析-0.00%;專題實作與報告-0.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
1. Multi-period Binomial Model: The Case of Non-Dividend-Paying Stock
2. Multi-period Binomial Model: The Case of Dividend-Paying Stock
3. The Black-Scholes Model
4. The Monte-Carlo Simulation
教科書/參考書
1. Hull, J. (2002). Options, Futures, and Other Derivatives (5th Edition). Prentice Hall.
2. Pliska, S. R. (1997). Introduction to Mathematical Finance: Discrete Time Models. Blackwell Publishing.
3. Shreve, S. E. (2004). Stochastic Calculus for Finance. Volume 1: The Binomial Asset Pricing Model. Springer.
4. Seydel, R. (2009). Tools for Computational Finance (4th Edition). Springer.
5. 張大成 (2010). 財務工程軟體應用 - Excel VBA入門與在財務工程的應用. 雙葉書廊.
6. 陳達新(2011). 財務數學-隨機過程與衍生性金融商品評鑑(第二版). 雙葉書廊.
7. 董夢雲 (2005). 財務工程與Excel VBA的應用 - 選擇權評價理論之實作. 證基會出版.
評分標準
Quiz: 40%
Final Exam: 60%
學分數
3
授課時數(周)
3
開課班級
A10732
修課人數
15
計價與避險為財務工程之核心議題，藉由適當的數學模型可以計算金融商品的無套利價格以及避險策略，本課程延續財務工程(一)之討論，介紹多期模型之原理與應用，主要為二項式模型以及Black-Scholes模型，另外，本課程也介紹實務上應用於計價之數值方法，培養學生利用程式設計解決計價與避險問題，如Excel VBA，並鼓勵學生使用虛擬平台對課程所學理論進行實證測試。
由於本課程延續財務工程(一)的內容，建議修過"財務工程(一)"之學生，或是已有基礎選擇權計價理論者再選修本課程。
5/12、5/19課程採用遠距上課，平台為Microsoft Teams。
授課形式
理論講述與討論-100.00%;個案分析或作品賞析-0.00%;專題實作與報告-0.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
1. Multi-period Binomial Model: The Case of Non-Dividend-Paying Stock
2. Multi-period Binomial Model: The Case of Dividend-Paying Stock
3. The Black-Scholes Model
4. The Monte-Carlo Simulation
教科書/參考書
1. Hull, J. (2002). Options, Futures, and Other Derivatives (5th Edition). Prentice Hall.
2. Pliska, S. R. (1997). Introduction to Mathematical Finance: Discrete Time Models. Blackwell Publishing.
3. Shreve, S. E. (2004). Stochastic Calculus for Finance. Volume 1: The Binomial Asset Pricing Model. Springer.
4. Seydel, R. (2009). Tools for Computational Finance (4th Edition). Springer.
5. 張大成 (2010). 財務工程軟體應用 - Excel VBA入門與在財務工程的應用. 雙葉書廊.
6. 陳達新(2011). 財務數學-隨機過程與衍生性金融商品評鑑(第二版). 雙葉書廊.
7. 董夢雲 (2005). 財務工程與Excel VBA的應用 - 選擇權評價理論之實作. 證基會出版.
評分標準
Quiz: 40%
Final Exam: 60%
學分數
3
授課時數(周)
3
開課班級
A10732
修課人數
15
110-2_公司治理
教學目標
公司治理是健全資本市場重要的基礎，也是吸引投資人持續投資的關鍵，為落實公司治理，提升企業永續發展，並強化資本市場國際競爭力，主管機關金融監督管理委員會發布「公司治理3.0-永續發展藍圖」，提出五大主軸、39項具體目標，分三年時程來推動。因應此一潮流趨勢，本課程將涵蓋一系列公司治理與ESG主題課程，讓學生了解公司治理的內涵。
授課形式
理論講述與討論-70.00%;個案分析或作品賞析-10.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
CH1 公司治理基本概念
CH 2 公司治理架構與機制：內、外部模式
CH 4 全球股權結構類型
CH 5 全球董事會制度與類型
CH 6 全球內部治理類型之個案介紹
CH 7 如何健全董事會功能與薪酬制度？
CH 9 家族企業與傳承決策
CH 10 集團治理
金管會「公司治理3.0--永續發展藍圖 (2021-2023)
CSR與ESG
企業社會責任投資
教科書/參考書
教科書：
葉銀華，公司治理：全球觀點、台灣體驗(第三版)，滄海書局。
參考書
劉宗聖等，2019，ESG 12堂趨勢課，經濟日報。
金管會「公司治理3.0--永續發展藍圖 (2021-2023) 」
評分標準
出席與課堂參與 10%
期中考 30%
期末考 30%
課堂報告(公司治理與ESG主題) 30%
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
33
經由本校嚴重特殊傳染性肺炎防疫工作應變小組對現階段疫情評估，本課程於5月9日至5月22日進行線上課程，課程於正常上課時間，在Microsoft Teams上進行，團隊名稱:公司治理, 團隊代碼: 722qkac ，請準時上線上課。
公司治理是健全資本市場重要的基礎，也是吸引投資人持續投資的關鍵，為落實公司治理，提升企業永續發展，並強化資本市場國際競爭力，主管機關金融監督管理委員會發布「公司治理3.0-永續發展藍圖」，提出五大主軸、39項具體目標，分三年時程來推動。因應此一潮流趨勢，本課程將涵蓋一系列公司治理與ESG主題課程，讓學生了解公司治理的內涵。
授課形式
理論講述與討論-70.00%;個案分析或作品賞析-10.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
CH1 公司治理基本概念
CH 2 公司治理架構與機制：內、外部模式
CH 4 全球股權結構類型
CH 5 全球董事會制度與類型
CH 6 全球內部治理類型之個案介紹
CH 7 如何健全董事會功能與薪酬制度？
CH 9 家族企業與傳承決策
CH 10 集團治理
金管會「公司治理3.0--永續發展藍圖 (2021-2023)
CSR與ESG
企業社會責任投資
教科書/參考書
教科書：
葉銀華，公司治理：全球觀點、台灣體驗(第三版)，滄海書局。
參考書
劉宗聖等，2019，ESG 12堂趨勢課，經濟日報。
金管會「公司治理3.0--永續發展藍圖 (2021-2023) 」
評分標準
出席與課堂參與 10%
期中考 30%
期末考 30%
課堂報告(公司治理與ESG主題) 30%
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
33
110-2_財金文獻導讀
教學目標
The course is an introduction to behavioral finance literature. Behavioral finance explains market anomalies by studying the influence of psychology on the decision making of market participants. The literature review of this course will discuss the relevant research in the growing fields of behavioral finance. The selected literature focuses on articles with direct relevance to herd behavior, investor sentiment, overconfidence, noise trading, asset pricing, and corporate finance. Each student is required to make two oral presentations and write term papers during the semester. In addition, we will discuss how to search key papers and read academic papers in the class. 遠距線上授課方式: Microsoft teams，連結網址公布於Moodle 4.0課程當週活動欄。
授課形式
理論講述與討論-35.00%;個案分析或作品賞析-30.00%;專題實作與報告-35.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Date Topics 2/21 How to prepare your dissertation 2/28 Holiday 3/7 How to read an academic paper 3/14 How to read an academic paper 3/21 Introduction to literature on behavioral finance 3/28 Introduction to literature on behavioral finance 4/4 Holiday 4/11 How to make a good presentation 4/18 Midterm exam week 4/25 How to write your dissertation 5/2 How to write your dissertation 5/9 Student oral presentation 5/16 Student oral presentation 5/23 Student oral presentation 5/30 Student oral presentation 6/6 Student oral presentation 6/13 Student oral presentation 6/20 Final exam week
教科書/參考書
References 1. 活用學術字彙：跨出論文寫作的第一步 (2010) 台大寫作教學中心 2. 從字句到結構：學術論文寫作指引（第二版）(2015) 台大寫作教學中心 3. 從段落到篇章：學術寫作析論技巧 (2010) 台大寫作教學中心 4. 學術文獻回顧與分析
評分標準
Oral presentations: 50%. Paper reviews: 40%. Participation: 10%. 本學期有兩次口頭報告，6/13 11:59 pm前繳交一篇800 ~ 1000字書面報告， 書面報告內容包含期刊論文的研究動機與目的、研究方法、研究結果與貢獻， 以及，對期刊論文給予學術性的評論，本課程的期刊論文以行為財務領域為主。
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
5
The course is an introduction to behavioral finance literature. Behavioral finance explains market anomalies by studying the influence of psychology on the decision making of market participants. The literature review of this course will discuss the relevant research in the growing fields of behavioral finance. The selected literature focuses on articles with direct relevance to herd behavior, investor sentiment, overconfidence, noise trading, asset pricing, and corporate finance. Each student is required to make two oral presentations and write term papers during the semester. In addition, we will discuss how to search key papers and read academic papers in the class. 遠距線上授課方式: Microsoft teams，連結網址公布於Moodle 4.0課程當週活動欄。
授課形式
理論講述與討論-35.00%;個案分析或作品賞析-30.00%;專題實作與報告-35.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Date Topics 2/21 How to prepare your dissertation 2/28 Holiday 3/7 How to read an academic paper 3/14 How to read an academic paper 3/21 Introduction to literature on behavioral finance 3/28 Introduction to literature on behavioral finance 4/4 Holiday 4/11 How to make a good presentation 4/18 Midterm exam week 4/25 How to write your dissertation 5/2 How to write your dissertation 5/9 Student oral presentation 5/16 Student oral presentation 5/23 Student oral presentation 5/30 Student oral presentation 6/6 Student oral presentation 6/13 Student oral presentation 6/20 Final exam week
教科書/參考書
References 1. 活用學術字彙：跨出論文寫作的第一步 (2010) 台大寫作教學中心 2. 從字句到結構：學術論文寫作指引（第二版）(2015) 台大寫作教學中心 3. 從段落到篇章：學術寫作析論技巧 (2010) 台大寫作教學中心 4. 學術文獻回顧與分析
5. 研究生的核心能力
6. 資料蒐集技巧 https://speech.ntu.edu.tw/ntuspeech/Video/id-72
7. 簡報技巧 https://speech.ntu.edu.tw/sng/ci/index.php?c=User&m=vod_film&film_series=51&pager_PageID=2&film_sn=1156
8. 甚麼是碩博士論文 https://speech.ntu.edu.tw/ntuspeech/Video/id-2690
9. 課堂講義
Reading List
The readings related with behavioral finance will be announced in the class.
評分標準
Oral presentations: 50%. Paper reviews: 40%. Participation: 10%. 本學期有兩次口頭報告，6/13 11:59 pm前繳交一篇800 ~ 1000字書面報告， 書面報告內容包含期刊論文的研究動機與目的、研究方法、研究結果與貢獻， 以及，對期刊論文給予學術性的評論，本課程的期刊論文以行為財務領域為主。
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
5
110-2_金融風險管理
教學目標
有關風險管理的議題日益重要，本課程以實務方向為主，旨在訓練學生金融創新及風險控管的能力的核心能力，課程中將教授學生風險管理理論與方法，其中包括各種市場風險風險值計算及避險工具，以利其未來就業或升學。 線上授課使用軟體:Microsoft Teams 連結網址: https://teams.microsoft.com/l/channel/19%3aQpeO9qx1sJGkLZSCXc3FlIxOrydyC7BW_EveleVN-rQ1%40thread.tacv2/%25E4%25B8%2580%25E8%2588%25AC?groupId=0e9116b4-9b70-4fd1-a1f5-b1ae6254d3da&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 團隊代碼 p9ey427
授課形式
理論講述與討論-80.00%;個案分析或作品賞析-0.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
課程內容與教學進度： 第一週 前言 第二週 財務風險管理的數理基礎 第三週 貨幣與金融市場交易工具 第四週 風險管理的工具：衍生性金融商品 第五週 市場風險的衡量 第六週 風險值介紹 第七週 風險值介紹 第八週 風險值介紹 第九週 期中考 第十週 信用風險的衡量 第十一週 信用風險的衡量 第十二週 信用風險的模型 第十三週 信用風險的模型 第十四週 信用風險的模型 第十五週 Basel資本協定 第十六週 全方位風險管理 第十七週 新型態風險管理工具 第十八週 期末考或期末報告
教科書/參考書
教科書： 陳達新，周恆志合著，財務風險管理-工具衡量與未來發展，雙葉書局 自編教材 參考書籍： 風險管理理論與方法-台灣金融研訓院 The Fundamentals of Risk Measurement, Chris Marrison，新陸代理 Value at Risk- The New Benchmark for Managing Financial Risk, Philippe Jorion，金融研訓中心
評分標準
平常表現：30% 期中考：30% 期末考或期末報告：40% 每次缺課扣總分5分,學生請假規定如下 1.事假需事先核可 2.臨時性狀況(如病假,生理假或不可抗力事件等),需於開始點名前告知(如:mail,請同學轉告,打給系辦等),事前告知後無需再上網請假 3.未事前告知之缺課,點完名後再補請,除了附證明之病假外,皆不核可
學分數
3
授課時數(周)
3
開課班級
A10732
修課人數
14
有關風險管理的議題日益重要，本課程以實務方向為主，旨在訓練學生金融創新及風險控管的能力的核心能力，課程中將教授學生風險管理理論與方法，其中包括各種市場風險風險值計算及避險工具，以利其未來就業或升學。 線上授課使用軟體:Microsoft Teams 連結網址: https://teams.microsoft.com/l/channel/19%3aQpeO9qx1sJGkLZSCXc3FlIxOrydyC7BW_EveleVN-rQ1%40thread.tacv2/%25E4%25B8%2580%25E8%2588%25AC?groupId=0e9116b4-9b70-4fd1-a1f5-b1ae6254d3da&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 團隊代碼 p9ey427
授課形式
理論講述與討論-80.00%;個案分析或作品賞析-0.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
課程內容與教學進度： 第一週 前言 第二週 財務風險管理的數理基礎 第三週 貨幣與金融市場交易工具 第四週 風險管理的工具：衍生性金融商品 第五週 市場風險的衡量 第六週 風險值介紹 第七週 風險值介紹 第八週 風險值介紹 第九週 期中考 第十週 信用風險的衡量 第十一週 信用風險的衡量 第十二週 信用風險的模型 第十三週 信用風險的模型 第十四週 信用風險的模型 第十五週 Basel資本協定 第十六週 全方位風險管理 第十七週 新型態風險管理工具 第十八週 期末考或期末報告
教科書/參考書
教科書： 陳達新，周恆志合著，財務風險管理-工具衡量與未來發展，雙葉書局 自編教材 參考書籍： 風險管理理論與方法-台灣金融研訓院 The Fundamentals of Risk Measurement, Chris Marrison，新陸代理 Value at Risk- The New Benchmark for Managing Financial Risk, Philippe Jorion，金融研訓中心
評分標準
平常表現：30% 期中考：30% 期末考或期末報告：40% 每次缺課扣總分5分,學生請假規定如下 1.事假需事先核可 2.臨時性狀況(如病假,生理假或不可抗力事件等),需於開始點名前告知(如:mail,請同學轉告,打給系辦等),事前告知後無需再上網請假 3.未事前告知之缺課,點完名後再補請,除了附證明之病假外,皆不核可
學分數
3
授課時數(周)
3
開課班級
A10732
修課人數
14
110-2_國際財務管理
教學目標
教授學生進入國際企業及於國際金融市場投資時所需的各種財務管理概念與技巧。所以本課程可培養學生資訊運用的知識力與判斷力(分析財金資訊)、職場需求為導向的專業能力(相關從業人員的知識)、創新思維與主動學習的能力(整理資訊報告)。尤以在學生專業能力的培養上，本課程可提供學生國際化資訊應用的能力之培養。 ---------------------------------------------- 國際財管 時間 每週星期三從上午9點到下午12點 ( ) 台北標準時間 如何加入會議 加入方式： Google Meet meet.google.com/jit-eucy-tta 參與者 • ictsai@go.nuk.edu.tw- 主辦者 (蔡怡純老師) • ictsai1225@gmail.com
授課形式
理論講述與討論-30.00%;個案分析或作品賞析-30.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
第一至第二週: 導論：國際企業與國際財務管理; 第三至四週: 匯率的決定; 第五週: 國際貨幣制度; 第六至七週: 國際金融平價條件與外匯預測; 第八週: 國際收支與國際經濟連結; 第九週: 國家風險分析。第十至十一週: 外匯市場; 第十二週: 衡量與管理會計暴險及交易暴險; 第十三週:衡量與管理經濟暴險; 第十四至十五週:國外投資的資金成本; 第十六至十七週: 國際組合投資; 第十八週: 公司策略與國外直接投資。
教科書/參考書
1. Foundations of Multinational Financial Management 6/e, Shapiro and Sarin, 華泰文化 2. 顏錫銘 國際財務管理(Shapiro/ Foundations of Multinational Financial Management 5/e) 五版、2007 華泰文化。
評分標準
課堂討論與出缺席(20%) 期中報告(學術文獻)(40%) 期末報告(實務課題整理)(40%)
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
13
教授學生進入國際企業及於國際金融市場投資時所需的各種財務管理概念與技巧。所以本課程可培養學生資訊運用的知識力與判斷力(分析財金資訊)、職場需求為導向的專業能力(相關從業人員的知識)、創新思維與主動學習的能力(整理資訊報告)。尤以在學生專業能力的培養上，本課程可提供學生國際化資訊應用的能力之培養。 ---------------------------------------------- 國際財管 時間 每週星期三從上午9點到下午12點 ( ) 台北標準時間 如何加入會議 加入方式： Google Meet meet.google.com/jit-eucy-tta 參與者 • ictsai@go.nuk.edu.tw- 主辦者 (蔡怡純老師) • ictsai1225@gmail.com
授課形式
理論講述與討論-30.00%;個案分析或作品賞析-30.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
第一至第二週: 導論：國際企業與國際財務管理; 第三至四週: 匯率的決定; 第五週: 國際貨幣制度; 第六至七週: 國際金融平價條件與外匯預測; 第八週: 國際收支與國際經濟連結; 第九週: 國家風險分析。第十至十一週: 外匯市場; 第十二週: 衡量與管理會計暴險及交易暴險; 第十三週:衡量與管理經濟暴險; 第十四至十五週:國外投資的資金成本; 第十六至十七週: 國際組合投資; 第十八週: 公司策略與國外直接投資。
教科書/參考書
1. Foundations of Multinational Financial Management 6/e, Shapiro and Sarin, 華泰文化 2. 顏錫銘 國際財務管理(Shapiro/ Foundations of Multinational Financial Management 5/e) 五版、2007 華泰文化。
評分標準
課堂討論與出缺席(20%) 期中報告(學術文獻)(40%) 期末報告(實務課題整理)(40%)
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
13
110-2_投資學
教學目標
授課形式
理論講述與討論-40.00%;個案分析或作品賞析-30.00%;專題實作與報告-30.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
課程內容包括以下幾個部分: (1) 系統性風險 (1-2週) (2) 非系統性風險 (3-6週) (3) 流動性風險 (7-9週) (4) 價值與成長型投資 (10-13週) (5) 短期價格記憶 (short-run price momentum) (14-16週) (6) 股價的預期因子 (predictability) (17週) (7) 資產評價之新發展 (18週)。詳細的章節將安排在課程內容中列示。
教科書/參考書
上課參考用書為 “Bodie, Zvi, Alex Kane, and Alan J. Marcus, 2007, Investment, The Mcgraw-Hill Companies Inc.” [新陸書局: 02-23512587] (1) 系統性風險 (1-2週) 黃一祥，2009，「系統性風險之估計及對橫斷面股票報酬之解釋能力- 投資組合重構頻率之影響」，《證券市場發展季刊》，第21卷第3期，107-142頁。 黃一祥，2009，「人力所得、條件資本資產評價模式、及橫斷面股票報酬」，《財務金融學刊》，第17卷第1期，41-74頁。 黃一祥、王元章、何加政、許嘉惠，2003，「台灣股市系統性風險之估計及橫斷面預期報酬之分析」，《財務金融學刊》，11(3)，1-33。 Fama, Eugene F., and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465. (2) 非系統性風險 (3-6週) 黃一祥、呂耿光、黃旭輝、張志向，2010，「公司特有風險與橫斷面股票預期報酬-台灣股市之實證」，《經濟論文》，第38卷第3期，503-542頁。 Ang, A. R.J. Hodrick, Y. Xing, and X. Zhang, 2006, The cross-section of volatility and expected returns, Journal of Finance, 61, 259-299. Ang, A. R.J. Hodrick, Y. Xing, and X. Zhang, 2009, High idiosyncratic volatility and low returns: International and further U.S. evidence, Journal of Financial Economics, 91, 1-23. Bali, T. G., N. Cakici, X. Yan, and Z. Zhang. 2005. Does idiosyncratic risk really matter? Journal of Finance 60, 905–29. Bali, T. G., and N. Cakici, 2008. Idiosyncratic volatility and the cross section of expected returns, Journal of Financial and Quantitative Analysis, 43, 29-58. Bodnaruk, A. and P. Ostberg, 2009, Does investor recognition predict returns? Journal of Financial Economics, 91, 208-226. Gaspar, Jose´-Miguel and Massimo Massa, 2006. Idiosyncratic Volatility and Product Market Competition, Journal of Business, 79, 3125-3152. Goyal, A., and P. Santa-Clara, 2003, Idiosyncratic Risk Matters! Journal of Finance 58, 975–1007. Wei, S. X., and C. Zhang. 2006. Why did individual stocks become more volatile? Journal of Business 79:259–292. Mashruwala, Christina, Shivaram Rajgopal and Terry Shevlin, 2006. Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs. Journal of Accounting and Economics, 42, 3-33. Xu, Yexiao, and Burton G. Malkiel, 2003. Investigating the behavior of idiosyncratic volatility, Journal of Business, 76, 613-644. (3) 流動性風險 (7-9週) Acharya, V.V., and L. H. Pedersen, 2005. Asset pricing with liquidity risk, Journal of Financial Economics, 77,375–410. Amihud, Y., 2002. Illiquidity and Stock Returns: Cross Section and Time Series Effects, Journal of Financial Markets, 5, 31-56. Barclay, M.J., and T. Hendershott, 2004. Liquidity externalities and adverse selection: evidence from trading after hours, Journal of Finance, 58, 681–710. Bekaert Geert, Harvey Campbell R. and Christian Lundblad, 2007, Liquidity and Expected Returns: Lessons from Emerging Markets, Review of Financial Studies, 20, 1-49. Chan, Wesley S., 2003, Stock price reaction to news and no-news: Drift and reversal after headlines, Journal of Financial Economics, 70, 223–260. Garfinkel, Jon A., and Jonathan Sokobin, 2006, Volume, Opinion Divergence, and Returns: A Study of Post–Earnings Announcement Drift, Journal of Accounting Research, 44,85-112. Gervais, Simon, Ron Kaniel, and Dan H. Mingelgrin, 2001, The High-Volume Return Premium, Journal of Finance, 56, 877–919. Korajczyk, R. A. , and R. Sadka, 2008, Pricing the commonality across alternative measures of liquidity, Journal of Financial Economics, 87, 45-72. Lesmond, D. A., 2005, Liquidity of Emerging Markets, Journal of Financial Economics, 77, 411-452. Pastor, L. and R.F. Stambaugh, 2003, Liquidity Risk and Expected Stock Returns, Journal of Political Economy, 111, 642-685. (4) 價值與成長型投資 (10-12週) Ali, A., Hwang, L., and M. Trombley, 2003, Arbitrage risk and the book-to-market anomaly, Journal of FinancialEconomics, 69, 355–373. Bansal, Ravi, and Amir Yaron, 2004, Risks for the long-run: A potential resolution of asset pricing puzzles, Journal of Finance, 59, 1481-1509. Desai, H., Rajgopal, S., and M. Venkatachalam, 2004, Value glamour and accrual mispricing, One anomaly or two? The Accounting Review 79, 355–385. Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho, 2003, The value spread, Journal of Finance, 58, 609-641. Conrad, Jennifer, Michael Cooper, and Gautam Kaul, 2003, Value versus Glamour, Journal of Finance, 58, 1969-1995. Fama, Eugene F., and Kenneth R. French, 2006, The value premium and the CAPM, Journal of Finance, 61, 55-84. Fama, Eugene F., and Kenneth R. French, 2008, Average returns, B/M, and share issues, Journal of Finance, 63, 2971-2995. Huang, I-Hsiang, 2011, “The cyclical behavior of the risk of value strategy: Evidence from Taiwan,” Pacific-Basin Finance Journal, 19, 404-419. Patkova, Ralitsa, and Lu Zhang, 2005, Is value riskier than growth? Journal of Financial Economics, 78, 187-202. Zhang, Lu, 2005, The value premium, Journal of Finance, 60, 67-103. Lettau, martin, and Jessica A. Wachter, 2007, Why is long-horizon equity less risky？A duration-based explanation of the value premium, Journal of Finance, 62, 55-92. Penman, Stephen H., Scott A. Richardson, and irem Tuna, 2007, The book-to-price effect in stock returns: Accounting for leverage, Journal of Accounting Research, 45, 427-467. (5) 短期價格動能 (price momentum) (13-15週) Badrinath, S., and S. Wahal, 2002, Momentum trading by institutions, Journal of Finance, 57(6), 2449–2478. Chordia, Tarun and Lakshmanan, Shivakumar, 2006, Earnings and price momentum, Journal of Financial Economics, 80, 627-656. Cooper, M., Gutierrez Jr., and R.C., A. Hameed, 2004, Market states and momentum, Journal of Finance, 59, 1345–1365. Griffin, J. M. X. Ji, and J. S. Martin, 2003, Momentum investing and business cycle risk: Evidence from pole to pole, Journal of Finance, 58, 2515-2547. Grinblatt, M., and T. J. Moskowitz, 2004, Predicting stock price movements from past return: The role of consistency and tax-loss selling, Journal of Financial Economics, 71(3), 541–579. Grinblatt, Mark, and Bin Han, 2005, Prospect theory, mental accounting, and momentum, Journal of Financial Economics, 78, 311–339. Heston, S.L., and R. Sadka, 2008, Seasonality in the cross-section of stock returns, Journal of Financial Economics, 87, 418-445. Hvidkjaer, Soeren , 2006, A Trade-Based Analysis of Momentum, The Review of Financial Studies, 19, 457-491. Jegadeesh, N., and S. Titman, 2001, Profitability of momentum strategies: an evaluation of alternative explanations, Journal of Finance, 56, 699–720. Korajczyk, R., Sadka, R., 2004, Are momentum profits robust to trading costs? Journal of Finance, 59,1039–1082. Lesmond, D., Schill, M., and C. Zhou, 2004, The illusory nature of momentum profits, Journal of Financial Economics, 71, 349–380. Sadka Ronnie, 2006, Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk, Journal of Financial Economics, 80, 309-349. (6) 可預期股價 (predictability) (16週) Ang A., and G. Bekaert, 2007, Stock return predictability: Is it there ? Review of Financial Studies, 20,651-707. Bhojraj, S., and B. Swaminathan, 2004, Macromomentum: Returns Predictability in International Equity Indices, Journal of Business, 79(1), 429–451. Cohen, R., P. Gompers, and T. Vuolteenaho, 2003, Who underreacts to cash-flow news? Evidence from trading between Individuals and Institutions, Journal of Financial Economics, 66, 409–462. Goyal, A., and I. Welch, 2003, Predicting the equity premium with dividend ratios. Management Science, 49, 639-654. Hanna, J. Douglas, and Mark J. Ready, 2005, Profitable predictability in the cross section of stock returns, Journal of Financial Economics, 78, 463–505 Hecht, Peter. And Tuomo Vuolteenaho, 2006, Explaining Returns with Cash-Flow Proxies, The Review of Financial Studies, 19,159-194. Lettau, Martin., and Sydney C. Ludvigson, 2005, Expected returns and expected dividend growth. Journal of Financial Economics,76,583–626. Lewellen, J., 2003, Predicting returns with financial ratios, Journal of Financial Economics, 74, 209–235. Menzly, L., Santos, T., and P. Veronesi, 2004, Understanding predictability, Journal of Political Economy, 112 (1), 1–47. (7) Currency risk (17週) Brennan, Michael J., and Yihong Xia, 2006, International capital markets and foreign exchange risk, Review of Financial Studies, 19, 753-795. Carrieri, Francesca, Vihang Errunza, and Basma Majerbi, 2006, Does emerging market exchange risk affect global equity prices? Journal of Financial and Quantitative Analysis, 41, 511-540. Kolari, james W., Ted C. Moorman, and Sorin M. Sorescu, 2008, Foreign exchange risk and the cross-section of stock returns, Journal of International Money and Finance, 27,1074-1097. (8) New development in asset pricing (18週) Grout, P. A. and A. Zalewska, 2006, The impact of regulation on market risk, Journal of Financial Economics, 80, 149-184. Jagannathan, R. and Y. Wang, 2007, Lazy investors, discretionary consumption, and the cross-section of stock returns, Journal of Finance, 62, 1623-1661. Lemmon, M., and E. Portniaguina, 2006, Consumer confidence and asset prices: Some empirical evidence, Review of Financial Studies, 19, 1499-1529. Larrain, B., and M. Yogo, 2008, Does firm value move too much to be justified by subsequent changes in cash flow? Journal of Financial Economics,87, 200-226. Yogo, Motohiro, 2005, A consumption-based explanation of the cross section of expected stock returns, Journal of Finance, 60, 539-580. Santa-Clara, P., and R. Valkanov, 2003, Political cycles and the stock market, Journal of Finance, 58, 1841-1872.
評分標準
本課程之評分項目包括期中考、期末考以及平常查考等三部分，其佔學期總成績比重分別為20%、20%及60%，總成績最高為100分，70分及格。 平常查考成績分為兩部分: (1)上課參與情形 (2) 學生的文獻報告與評論，其分別各佔平常查考成績的35%和65%。上課參與情形項目包括出席上課、課堂的教學回應與參與情形，上課表現良好和不佳的情形，每次加(或減) 上課參與情形之成績5分(即總分1.05分=35%*60%*5分)，上課參與情形的基本分數以80分計算 (即總分16.8分=35%*60%*80分)。基本上，第一次、第二次、第三次無故缺席扣上課參與情形的30%、35%、35%。若有超過三次以上之無故缺席，其每超過一次 (即第四次以後) 的無故缺席則另外加扣總學期成績7分。第一次、第二次、第三次無故遲到早退扣上課參與情形的8%、12%、15%。若有超過四次之無故遲到早退者，其每超過一次則另外加扣總學期成績2分。上課未帶課本者每次扣總成績2分。 若上課參與情形項目的總分已被扣完，但仍有缺曠課或上課表現不好等情事，則倒扣其他項目分數。即平常查考雖已被扣至零分，仍有缺曠課者將另外倒扣其他總分。例如，四次無故缺席者被扣總成績為28分 (=35%*60%*100+7分)，此時即使您的其他項目都得滿分，學期總成績亦只有72分 (=100分-28分)。請勿穿拖鞋上課。
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
14
※※※本課程111年5月9日（一）至111年5月22日（日）為實體授課※※※
本課程為金管系碩士班學生必修課目，適合已修習會計學、經濟學、統計學及微積分之學生修課。投資學的主題在探索資產的報酬與價格之決定，本課程將重心置於股票報酬與價格之決定因素與相關議題，並訓練修習的學生具備碩士等級的投資學相關基礎理論和實證方法與成果之知識。授課形式
理論講述與討論-40.00%;個案分析或作品賞析-30.00%;專題實作與報告-30.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
課程內容包括以下幾個部分: (1) 系統性風險 (1-2週) (2) 非系統性風險 (3-6週) (3) 流動性風險 (7-9週) (4) 價值與成長型投資 (10-13週) (5) 短期價格記憶 (short-run price momentum) (14-16週) (6) 股價的預期因子 (predictability) (17週) (7) 資產評價之新發展 (18週)。詳細的章節將安排在課程內容中列示。
教科書/參考書
上課參考用書為 “Bodie, Zvi, Alex Kane, and Alan J. Marcus, 2007, Investment, The Mcgraw-Hill Companies Inc.” [新陸書局: 02-23512587] (1) 系統性風險 (1-2週) 黃一祥，2009，「系統性風險之估計及對橫斷面股票報酬之解釋能力- 投資組合重構頻率之影響」，《證券市場發展季刊》，第21卷第3期，107-142頁。 黃一祥，2009，「人力所得、條件資本資產評價模式、及橫斷面股票報酬」，《財務金融學刊》，第17卷第1期，41-74頁。 黃一祥、王元章、何加政、許嘉惠，2003，「台灣股市系統性風險之估計及橫斷面預期報酬之分析」，《財務金融學刊》，11(3)，1-33。 Fama, Eugene F., and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465. (2) 非系統性風險 (3-6週) 黃一祥、呂耿光、黃旭輝、張志向，2010，「公司特有風險與橫斷面股票預期報酬-台灣股市之實證」，《經濟論文》，第38卷第3期，503-542頁。 Ang, A. R.J. Hodrick, Y. Xing, and X. Zhang, 2006, The cross-section of volatility and expected returns, Journal of Finance, 61, 259-299. Ang, A. R.J. Hodrick, Y. Xing, and X. Zhang, 2009, High idiosyncratic volatility and low returns: International and further U.S. evidence, Journal of Financial Economics, 91, 1-23. Bali, T. G., N. Cakici, X. Yan, and Z. Zhang. 2005. Does idiosyncratic risk really matter? Journal of Finance 60, 905–29. Bali, T. G., and N. Cakici, 2008. Idiosyncratic volatility and the cross section of expected returns, Journal of Financial and Quantitative Analysis, 43, 29-58. Bodnaruk, A. and P. Ostberg, 2009, Does investor recognition predict returns? Journal of Financial Economics, 91, 208-226. Gaspar, Jose´-Miguel and Massimo Massa, 2006. Idiosyncratic Volatility and Product Market Competition, Journal of Business, 79, 3125-3152. Goyal, A., and P. Santa-Clara, 2003, Idiosyncratic Risk Matters! Journal of Finance 58, 975–1007. Wei, S. X., and C. Zhang. 2006. Why did individual stocks become more volatile? Journal of Business 79:259–292. Mashruwala, Christina, Shivaram Rajgopal and Terry Shevlin, 2006. Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs. Journal of Accounting and Economics, 42, 3-33. Xu, Yexiao, and Burton G. Malkiel, 2003. Investigating the behavior of idiosyncratic volatility, Journal of Business, 76, 613-644. (3) 流動性風險 (7-9週) Acharya, V.V., and L. H. Pedersen, 2005. Asset pricing with liquidity risk, Journal of Financial Economics, 77,375–410. Amihud, Y., 2002. Illiquidity and Stock Returns: Cross Section and Time Series Effects, Journal of Financial Markets, 5, 31-56. Barclay, M.J., and T. Hendershott, 2004. Liquidity externalities and adverse selection: evidence from trading after hours, Journal of Finance, 58, 681–710. Bekaert Geert, Harvey Campbell R. and Christian Lundblad, 2007, Liquidity and Expected Returns: Lessons from Emerging Markets, Review of Financial Studies, 20, 1-49. Chan, Wesley S., 2003, Stock price reaction to news and no-news: Drift and reversal after headlines, Journal of Financial Economics, 70, 223–260. Garfinkel, Jon A., and Jonathan Sokobin, 2006, Volume, Opinion Divergence, and Returns: A Study of Post–Earnings Announcement Drift, Journal of Accounting Research, 44,85-112. Gervais, Simon, Ron Kaniel, and Dan H. Mingelgrin, 2001, The High-Volume Return Premium, Journal of Finance, 56, 877–919. Korajczyk, R. A. , and R. Sadka, 2008, Pricing the commonality across alternative measures of liquidity, Journal of Financial Economics, 87, 45-72. Lesmond, D. A., 2005, Liquidity of Emerging Markets, Journal of Financial Economics, 77, 411-452. Pastor, L. and R.F. Stambaugh, 2003, Liquidity Risk and Expected Stock Returns, Journal of Political Economy, 111, 642-685. (4) 價值與成長型投資 (10-12週) Ali, A., Hwang, L., and M. Trombley, 2003, Arbitrage risk and the book-to-market anomaly, Journal of FinancialEconomics, 69, 355–373. Bansal, Ravi, and Amir Yaron, 2004, Risks for the long-run: A potential resolution of asset pricing puzzles, Journal of Finance, 59, 1481-1509. Desai, H., Rajgopal, S., and M. Venkatachalam, 2004, Value glamour and accrual mispricing, One anomaly or two? The Accounting Review 79, 355–385. Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho, 2003, The value spread, Journal of Finance, 58, 609-641. Conrad, Jennifer, Michael Cooper, and Gautam Kaul, 2003, Value versus Glamour, Journal of Finance, 58, 1969-1995. Fama, Eugene F., and Kenneth R. French, 2006, The value premium and the CAPM, Journal of Finance, 61, 55-84. Fama, Eugene F., and Kenneth R. French, 2008, Average returns, B/M, and share issues, Journal of Finance, 63, 2971-2995. Huang, I-Hsiang, 2011, “The cyclical behavior of the risk of value strategy: Evidence from Taiwan,” Pacific-Basin Finance Journal, 19, 404-419. Patkova, Ralitsa, and Lu Zhang, 2005, Is value riskier than growth? Journal of Financial Economics, 78, 187-202. Zhang, Lu, 2005, The value premium, Journal of Finance, 60, 67-103. Lettau, martin, and Jessica A. Wachter, 2007, Why is long-horizon equity less risky？A duration-based explanation of the value premium, Journal of Finance, 62, 55-92. Penman, Stephen H., Scott A. Richardson, and irem Tuna, 2007, The book-to-price effect in stock returns: Accounting for leverage, Journal of Accounting Research, 45, 427-467. (5) 短期價格動能 (price momentum) (13-15週) Badrinath, S., and S. Wahal, 2002, Momentum trading by institutions, Journal of Finance, 57(6), 2449–2478. Chordia, Tarun and Lakshmanan, Shivakumar, 2006, Earnings and price momentum, Journal of Financial Economics, 80, 627-656. Cooper, M., Gutierrez Jr., and R.C., A. Hameed, 2004, Market states and momentum, Journal of Finance, 59, 1345–1365. Griffin, J. M. X. Ji, and J. S. Martin, 2003, Momentum investing and business cycle risk: Evidence from pole to pole, Journal of Finance, 58, 2515-2547. Grinblatt, M., and T. J. Moskowitz, 2004, Predicting stock price movements from past return: The role of consistency and tax-loss selling, Journal of Financial Economics, 71(3), 541–579. Grinblatt, Mark, and Bin Han, 2005, Prospect theory, mental accounting, and momentum, Journal of Financial Economics, 78, 311–339. Heston, S.L., and R. Sadka, 2008, Seasonality in the cross-section of stock returns, Journal of Financial Economics, 87, 418-445. Hvidkjaer, Soeren , 2006, A Trade-Based Analysis of Momentum, The Review of Financial Studies, 19, 457-491. Jegadeesh, N., and S. Titman, 2001, Profitability of momentum strategies: an evaluation of alternative explanations, Journal of Finance, 56, 699–720. Korajczyk, R., Sadka, R., 2004, Are momentum profits robust to trading costs? Journal of Finance, 59,1039–1082. Lesmond, D., Schill, M., and C. Zhou, 2004, The illusory nature of momentum profits, Journal of Financial Economics, 71, 349–380. Sadka Ronnie, 2006, Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk, Journal of Financial Economics, 80, 309-349. (6) 可預期股價 (predictability) (16週) Ang A., and G. Bekaert, 2007, Stock return predictability: Is it there ? Review of Financial Studies, 20,651-707. Bhojraj, S., and B. Swaminathan, 2004, Macromomentum: Returns Predictability in International Equity Indices, Journal of Business, 79(1), 429–451. Cohen, R., P. Gompers, and T. Vuolteenaho, 2003, Who underreacts to cash-flow news? Evidence from trading between Individuals and Institutions, Journal of Financial Economics, 66, 409–462. Goyal, A., and I. Welch, 2003, Predicting the equity premium with dividend ratios. Management Science, 49, 639-654. Hanna, J. Douglas, and Mark J. Ready, 2005, Profitable predictability in the cross section of stock returns, Journal of Financial Economics, 78, 463–505 Hecht, Peter. And Tuomo Vuolteenaho, 2006, Explaining Returns with Cash-Flow Proxies, The Review of Financial Studies, 19,159-194. Lettau, Martin., and Sydney C. Ludvigson, 2005, Expected returns and expected dividend growth. Journal of Financial Economics,76,583–626. Lewellen, J., 2003, Predicting returns with financial ratios, Journal of Financial Economics, 74, 209–235. Menzly, L., Santos, T., and P. Veronesi, 2004, Understanding predictability, Journal of Political Economy, 112 (1), 1–47. (7) Currency risk (17週) Brennan, Michael J., and Yihong Xia, 2006, International capital markets and foreign exchange risk, Review of Financial Studies, 19, 753-795. Carrieri, Francesca, Vihang Errunza, and Basma Majerbi, 2006, Does emerging market exchange risk affect global equity prices? Journal of Financial and Quantitative Analysis, 41, 511-540. Kolari, james W., Ted C. Moorman, and Sorin M. Sorescu, 2008, Foreign exchange risk and the cross-section of stock returns, Journal of International Money and Finance, 27,1074-1097. (8) New development in asset pricing (18週) Grout, P. A. and A. Zalewska, 2006, The impact of regulation on market risk, Journal of Financial Economics, 80, 149-184. Jagannathan, R. and Y. Wang, 2007, Lazy investors, discretionary consumption, and the cross-section of stock returns, Journal of Finance, 62, 1623-1661. Lemmon, M., and E. Portniaguina, 2006, Consumer confidence and asset prices: Some empirical evidence, Review of Financial Studies, 19, 1499-1529. Larrain, B., and M. Yogo, 2008, Does firm value move too much to be justified by subsequent changes in cash flow? Journal of Financial Economics,87, 200-226. Yogo, Motohiro, 2005, A consumption-based explanation of the cross section of expected stock returns, Journal of Finance, 60, 539-580. Santa-Clara, P., and R. Valkanov, 2003, Political cycles and the stock market, Journal of Finance, 58, 1841-1872.
評分標準
本課程之評分項目包括期中考、期末考以及平常查考等三部分，其佔學期總成績比重分別為20%、20%及60%，總成績最高為100分，70分及格。 平常查考成績分為兩部分: (1)上課參與情形 (2) 學生的文獻報告與評論，其分別各佔平常查考成績的35%和65%。上課參與情形項目包括出席上課、課堂的教學回應與參與情形，上課表現良好和不佳的情形，每次加(或減) 上課參與情形之成績5分(即總分1.05分=35%*60%*5分)，上課參與情形的基本分數以80分計算 (即總分16.8分=35%*60%*80分)。基本上，第一次、第二次、第三次無故缺席扣上課參與情形的30%、35%、35%。若有超過三次以上之無故缺席，其每超過一次 (即第四次以後) 的無故缺席則另外加扣總學期成績7分。第一次、第二次、第三次無故遲到早退扣上課參與情形的8%、12%、15%。若有超過四次之無故遲到早退者，其每超過一次則另外加扣總學期成績2分。上課未帶課本者每次扣總成績2分。 若上課參與情形項目的總分已被扣完，但仍有缺曠課或上課表現不好等情事，則倒扣其他項目分數。即平常查考雖已被扣至零分，仍有缺曠課者將另外倒扣其他總分。例如，四次無故缺席者被扣總成績為28分 (=35%*60%*100+7分)，此時即使您的其他項目都得滿分，學期總成績亦只有72分 (=100分-28分)。請勿穿拖鞋上課。
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
14
110-2_期貨與選擇權
教學目標
有關期貨與選擇權的議題日益重要，尤其在利率期貨與選擇權的商品，更為學習財務金融的學生所必需了解。本課程旨在訓練學生金融創新及風險控管的能力的核心能力，課程中首先將教授學生初級的期貨與選擇權理論與方法，更進一步的，將介紹一些常用的利率理論，並深入的討論期貨與選擇權的商品，以利其未來就業或升學。 線上授課使用軟體:Microsoft Teams 連結網址: https://teams.microsoft.com/l/team/19%3aSexa6kpyOpElutf5G40yifgwvzIOvu2gcjtAEWYrvPo1%40thread.tacv2/conversations?groupId=6d841a40-e958-4ce3-8796-5b9fcd685315&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 團隊代碼: 81ejcqr
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
大抵跟隨著教科書的順序進行，但依同學學習狀況調整及補充教材。H表示John C. Hull的書，B表示Damiano Brigo的書 第一週 Ch 1 Introduction 第二週 Ch 2 Mechanics of Futures Markets 第三週 Ch 2 Mechanics of Futures Markets 第四週 Ch 3 Hedging Strategies Using Futures 第五週 Ch 3 Hedging Strategies Using Futures 第六週 Ch 5 The Determination of Forward and Futures Prices 第七週 Ch 5 The Determination of Forward and Futures Prices 第八週 Ch 5 The Determination of Forward and Futures Prices 第九週 期中考 第十週 Ch 10 Mechanics of Options Markets 第十一週 Ch 10 Mechanics of Options Markets 第十二週 Ch 11 Properities of Stock Options 第十三週 Ch 12 Trading Strategies Involoving Options 第十四週 Ch 13 Introduction to Binomial Trees 第十五週 Ch 15 The Black-Scholes-Merton Model 第十六週 Ch 19 The Greek Letters 第十七週 自編教材 No-Arbitrage Pricing and Numeraire Change 第十八週 期末考 其他：報告內容及型式於課堂宣佈。
教科書/參考書
教科書及參考書籍： 1. Options, Futures, and other derivatives, 9th edition, John C. Hull 2. 自編教材
評分標準
期中考：25% 課堂報告：25% 期末考：25% 書面報告：25% 每次缺課扣總分5分,學生請假規定如下 1.事假需事先核可 2.臨時性狀況(如病假,生理假或不可抗力事件等),需於開始點名前告知(如:mail,請同學轉告,打給系辦等),事前告知後無需再上網請假 3.未事前告知之缺課,點完名後再補請,除了附證明之病假外,皆不核可
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
14
有關期貨與選擇權的議題日益重要，尤其在利率期貨與選擇權的商品，更為學習財務金融的學生所必需了解。本課程旨在訓練學生金融創新及風險控管的能力的核心能力，課程中首先將教授學生初級的期貨與選擇權理論與方法，更進一步的，將介紹一些常用的利率理論，並深入的討論期貨與選擇權的商品，以利其未來就業或升學。 線上授課使用軟體:Microsoft Teams 連結網址: https://teams.microsoft.com/l/team/19%3aSexa6kpyOpElutf5G40yifgwvzIOvu2gcjtAEWYrvPo1%40thread.tacv2/conversations?groupId=6d841a40-e958-4ce3-8796-5b9fcd685315&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 團隊代碼: 81ejcqr
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
大抵跟隨著教科書的順序進行，但依同學學習狀況調整及補充教材。H表示John C. Hull的書，B表示Damiano Brigo的書 第一週 Ch 1 Introduction 第二週 Ch 2 Mechanics of Futures Markets 第三週 Ch 2 Mechanics of Futures Markets 第四週 Ch 3 Hedging Strategies Using Futures 第五週 Ch 3 Hedging Strategies Using Futures 第六週 Ch 5 The Determination of Forward and Futures Prices 第七週 Ch 5 The Determination of Forward and Futures Prices 第八週 Ch 5 The Determination of Forward and Futures Prices 第九週 期中考 第十週 Ch 10 Mechanics of Options Markets 第十一週 Ch 10 Mechanics of Options Markets 第十二週 Ch 11 Properities of Stock Options 第十三週 Ch 12 Trading Strategies Involoving Options 第十四週 Ch 13 Introduction to Binomial Trees 第十五週 Ch 15 The Black-Scholes-Merton Model 第十六週 Ch 19 The Greek Letters 第十七週 自編教材 No-Arbitrage Pricing and Numeraire Change 第十八週 期末考 其他：報告內容及型式於課堂宣佈。
教科書/參考書
教科書及參考書籍： 1. Options, Futures, and other derivatives, 9th edition, John C. Hull 2. 自編教材
評分標準
期中考：25% 課堂報告：25% 期末考：25% 書面報告：25% 每次缺課扣總分5分,學生請假規定如下 1.事假需事先核可 2.臨時性狀況(如病假,生理假或不可抗力事件等),需於開始點名前告知(如:mail,請同學轉告,打給系辦等),事前告知後無需再上網請假 3.未事前告知之缺課,點完名後再補請,除了附證明之病假外,皆不核可
學分數
3
授課時數(周)
3
開課班級
M11032
修課人數
14
110-2_財務專題研討(四)
教學目標
拓展學生的視野，並與職場專業人士接觸。
授課形式
理論講述與討論-50.00%;個案分析或作品賞析-50.00%;專題實作與報告-0.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
TBA.
教科書/參考書
None.
評分標準
出席率 40% 期末心得報告 60%
學分數
2
授課時數(周)
2
開課班級
M10932
修課人數
16
拓展學生的視野，並與職場專業人士接觸。
授課形式
理論講述與討論-50.00%;個案分析或作品賞析-50.00%;專題實作與報告-0.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
TBA.
教科書/參考書
None.
評分標準
出席率 40% 期末心得報告 60%
學分數
2
授課時數(周)
2
開課班級
M10932
修課人數
16
110-2_財務專題研討(二)
教學目標
教學目標 本課程的主要目的在於讓學生對於財務相關理論與研究有更深入的了解，另外，也希望透過實務專業的講演讓同學對實務的運作有進一步的了解。除了專業知識的分享也希望同學們可以從演講者的分享中學習做人處事的道理。
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
本學期擬安排6個專題演講。
教科書/參考書
演講者提供的論文與實務資料。
評分標準
上課參與 60%。 課後心得撰寫 40%。
學分數
2
授課時數(周)
2
開課班級
M11032
修課人數
14
教學目標 本課程的主要目的在於讓學生對於財務相關理論與研究有更深入的了解，另外，也希望透過實務專業的講演讓同學對實務的運作有進一步的了解。除了專業知識的分享也希望同學們可以從演講者的分享中學習做人處事的道理。
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
本學期擬安排6個專題演講。
教科書/參考書
演講者提供的論文與實務資料。
評分標準
上課參與 60%。 課後心得撰寫 40%。
學分數
2
授課時數(周)
2
開課班級
M11032
修課人數
14
110-2_財務軟體應用
教學目標
授課形式
理論講述與討論-30.00%;個案分析或作品賞析-30.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
教科書/參考書
Excel VBA基礎必修課 (適用Excel 2019-2010)，碁峰資訊股份有限公司出版，蔡文龍、張志成編著、吳明哲編校，書號： AEI006600 出版日： 2019/07，ISBN： 9789865022242。
評分標準
學分數
3
授課時數(周)
3
開課班級
A10732
修課人數
25
經由本校嚴重特殊傳染性肺炎防疫工作應變小組對現階段疫情評估，本課程於5月9日至5月22日進行線上課程，課程於正常上課時間，在Microsoft Teams上進行，團隊名稱:NUK2021Spring_FID541, 團隊代碼: 5pn2zyq ，請準時上線上課。
The objective of this course is to extend of the theory and practice of financial management with emphasis on computer-based modeling. It is to study and build appropriate computer-based models for analyzing a variety of decision problems facing today’s financial managers and professionals. Upon completing of the course, you should have acquired a working knowledge of the computer spreadsheet, a basic understanding of several most commonly used modeling techniques, analysis of big data, and their limitations. Preparation and execution of spreadsheets and Excel VBA for analyzing various financial decisions with a variety of modeling techniques.授課形式
理論講述與討論-30.00%;個案分析或作品賞析-30.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Course Outline:
|
Week |
Date |
Topic |
Required Reading |
|
1 |
02/21 - 02/25 |
Excel VBA 基本概念 第一個 Excel VBA 程式 |
第1章 第2章 |
|
2 |
02/28 - 03/04 |
228和平紀念日放假 |
|
|
3 |
03/07 - 03/11 |
敘述組成要素 |
第3章 |
|
4 |
03/14 - 03/18 |
流程控制(一) - 選擇結構 |
第4章 |
|
5 |
03/21 - 03/25 |
流程控制(二) - 重複結構 |
第5章 |
|
6 |
03/28 - 04/01 |
陣列的運用 |
第6章 |
|
7 |
04/04 - 04/08 |
兒童節、清明節放假 |
|
|
8 |
04/11 - 04/15 |
副程式 |
第7章 |
|
9 |
04/18 - 04/22 |
物件簡介與 Application 物件 |
第8章 |
|
10 |
04/25 - 04/29 |
Excel VBA 常用物件介紹 |
第9章 |
|
11 |
05/02 - 05/06 |
Range 物件介紹 |
第10章 |
|
12 |
05/09 - 05/13 |
自訂表單與控制項(一) |
第11章 |
|
13 |
05/16 - 05/20 |
自訂表單與控制項(二) |
第12章 |
|
14 |
05/23 - 05/27 |
工作表與 Active 控制項 |
第13章 |
|
15 |
05/30 - 06/03 |
圖表 Chart 物件介紹 |
第14章 |
|
16 |
06/06 - 06/10 |
專題製作 |
第15章 |
|
17 |
06/13 - 06/17 |
樞紐分析表物件 |
第16章 |
|
18 |
06/20 - 06/24 |
Final Project Due 06/20/2022 |
|
** The above is tentative course schedule. Hopefully, we will get through all the listed topics.
教科書/參考書
Excel VBA基礎必修課 (適用Excel 2019-2010)，碁峰資訊股份有限公司出版，蔡文龍、張志成編著、吳明哲編校，書號： AEI006600 出版日： 2019/07，ISBN： 9789865022242。
評分標準
Course Evaluation Process:
Grading:
Your final grade will be based upon your performance on a midterm exam, a comprehensive final exam to be given during final exam week, and several quizzes taken in class.
Participation and attendance 20%
In-class assignments 50%
Final Project 30%
All grading is done on a percentage basis.
Class participation and attendance are important and can favorably affect your grade. Minimum acceptable participation is regular attendance and completion of the specific assignments. Selected problems will be assigned with every class time. Students will be asked to solve the assigned problems in class. The performance of the assignments is the grade of your in class assignment, which is 40% of your semester final grade. You are expected to participate the discussion in class which counts 30% of your final grade.
Attendance Policy: Students are required to attend the class. Students are fully responsible to being in the class. If there is any excusable reason, you need to notice me for the absence in advance. The score of the participation is calculated by the percentage of all classes held in this semester. Because of the pandemic of COVID-19, some classes might be held through Microsoft Teams. Therefore, every student in this class should be able to login and use Microsoft Teams account through the whole semester. Your grade of the participation will be based on your performance on the attendance in class. You earn 2 points when you are present at class for the roll call. You get 1.5 points when you show up late after the roll call. You have 1 point when you are permitted to take a leave. You have no points when you miss the class. Therefore, the score of class participation is equal to the sum of all points divided by 2N points (2 points * N weeks) and timing 100.
In-class Assignments: Almost every class will assign one or two assignments. The due time for the assignment is announced in class. Each assignment accounts for 10 points. The grade for the in-class assignment is the each grade earned for the assignment times the total number of assignments divided by 10 times the number of assignments and times 10%. No late assignment is permitted.
Final Project: The final project accounts for 30% of the semester grade. All students are required to present and submit a VBA project related to the finance models on the due date of the final project. The student needs to present the initiated idea and the designed structure of the coding for the final project in the last class. Presentation accounts for 50% of the final project grade. The submission of the final project through uploading the excel file to elearningv4 accounts for 50% of the final project grade. The absence of the last class will deduct not only your participation grade but also the final project grade. If the student is absence for the last class without presenting the project, your final project grade is the 60% of the grade that the student earns for the final project.
Academic Dishonesty: Copying assignments is considered for cheating.
Important dates
Final Project Due: 13:00 PM, Monday, June 20st, 2022
Important note: There is no makeup project. If you miss an exam for an excused reason, you must contact me before the due date in order to be excused. There are no exceptions to this rule. I will determine excusable absences.
學分數
3
授課時數(周)
3
開課班級
A10732
修課人數
25
110-2_保險學
教學目標
-------------------------------------------------------------------------------------- 線上授課, 線上測驗(報告) 視訊平台: Microsoft Teams URL: https://teams.microsoft.com/l/team/19%3arpUmqtvM3DX8yH0NY1TTzwFwp7S50i4Tt3tqyn6F2Ck1%40thread.tacv2/conversations?groupId=3c592d96-bf2d-455c-9719-8021b84de1a9&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 -------------------------------------------------------------------------------------- This course focuses primarily on the consumers of insurance, and blends basic risk management and insurance principles with consumer consideration. An overview of the insurance industry is given first, before discussing specific insurance plans.
授課形式
理論講述與討論-70.00%;個案分析或作品賞析-10.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Class Topic Reading Assignment 1. Course introduction Not applicable 2. Types of insurers Chapter 5 3. Insurance company operations Chapter 6 4. Financial operations of insurers Chapter 7 5. Government regulation of insurance Chapter 8 6. Fundamental legal principles Chapter 9 7. Analysis of insurance contracts Chapter 10 8. Life insurance Chapter 11 9. Midterm exam Not applicable 10. Life insurance contractual provisions Chapter 12 11. Buying life insurance Chapter 13 12. Annuities and IRA Chapter 14 13. Health insurance Chapter 15 14. Social insurance Chapter 18 15. The liability risk Chapter 19 16. Auto insurance Chapter 22 17. Auto insurance and society Chapter 23 18. Final exam Not applicable
教科書/參考書
1.) George Rejda, “Principles of Risk Management and Insurance”, 2011, Prentice Hall; 2.) The Wall Street Journal; 3.) Handouts and case studies, as directed.
評分標準
Major factors entering into grade determination will consist of: 1.) Class attendance and contribution to class discussion (10%); 2.) Participation in, and communication with respect to group/individual project (20%); 3.) The following testing parameters: midterm examination (20%); comprehensive final examination (40%); 4.) Quizzes and homework assignments (10%).
學分數
3
授課時數(周)
3
開課班級
A10932
修課人數
42
-------------------------------------------------------------------------------------- 線上授課, 線上測驗(報告) 視訊平台: Microsoft Teams URL: https://teams.microsoft.com/l/team/19%3arpUmqtvM3DX8yH0NY1TTzwFwp7S50i4Tt3tqyn6F2Ck1%40thread.tacv2/conversations?groupId=3c592d96-bf2d-455c-9719-8021b84de1a9&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 -------------------------------------------------------------------------------------- This course focuses primarily on the consumers of insurance, and blends basic risk management and insurance principles with consumer consideration. An overview of the insurance industry is given first, before discussing specific insurance plans.
授課形式
理論講述與討論-70.00%;個案分析或作品賞析-10.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Class Topic Reading Assignment 1. Course introduction Not applicable 2. Types of insurers Chapter 5 3. Insurance company operations Chapter 6 4. Financial operations of insurers Chapter 7 5. Government regulation of insurance Chapter 8 6. Fundamental legal principles Chapter 9 7. Analysis of insurance contracts Chapter 10 8. Life insurance Chapter 11 9. Midterm exam Not applicable 10. Life insurance contractual provisions Chapter 12 11. Buying life insurance Chapter 13 12. Annuities and IRA Chapter 14 13. Health insurance Chapter 15 14. Social insurance Chapter 18 15. The liability risk Chapter 19 16. Auto insurance Chapter 22 17. Auto insurance and society Chapter 23 18. Final exam Not applicable
教科書/參考書
1.) George Rejda, “Principles of Risk Management and Insurance”, 2011, Prentice Hall; 2.) The Wall Street Journal; 3.) Handouts and case studies, as directed.
評分標準
Major factors entering into grade determination will consist of: 1.) Class attendance and contribution to class discussion (10%); 2.) Participation in, and communication with respect to group/individual project (20%); 3.) The following testing parameters: midterm examination (20%); comprehensive final examination (40%); 4.) Quizzes and homework assignments (10%).
學分數
3
授課時數(周)
3
開課班級
A10932
修課人數
42
110-2_財務報表分析
教學目標
本課程將教導學生如何掌握財務報表數字的內涵，以及財務報表分析技巧，學生在學習本課程之後，將了解如何透過財務報告書評估企業之償債能力、財務結構、獲利能力、經營能力與成長性。
授課形式
理論講述與討論-50.00%;個案分析或作品賞析-30.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
介紹合併財務報告書 (含主要財務報表與附註)暨會計師查核報告
介紹財務報表分析之方法
企業之短期償債能力分析、財務結構與長期償債能力分析、獲利能力分析、經營能力分析、成長力分析與風險分析
教科書/參考書
教科書：
財務報表分析 Financial Statement Analysis（IFRS）
作者：杜榮瑞、薛富井、蔡彥卿、劉啟群
ISBN：9789865522032
版次：2
出版日期：2020/07/30
出版商：東華書局
評分標準
出席與課堂表現 ........10%
報告 .........55%
期末考 ................35%
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
44
經由本校嚴重特殊傳染性肺炎防疫工作應變小組對現階段疫情評估，本課程於5月9日至5月22日進行線上課程，課程於正常上課時間，在Microsoft Teams上進行，團隊名稱:財務報表分析, 團隊代碼: x7frvnx ，請準時上線上課。
本課程將教導學生如何掌握財務報表數字的內涵，以及財務報表分析技巧，學生在學習本課程之後，將了解如何透過財務報告書評估企業之償債能力、財務結構、獲利能力、經營能力與成長性。
授課形式
理論講述與討論-50.00%;個案分析或作品賞析-30.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
介紹合併財務報告書 (含主要財務報表與附註)暨會計師查核報告
介紹財務報表分析之方法
企業之短期償債能力分析、財務結構與長期償債能力分析、獲利能力分析、經營能力分析、成長力分析與風險分析
教科書/參考書
教科書：
財務報表分析 Financial Statement Analysis（IFRS）
作者：杜榮瑞、薛富井、蔡彥卿、劉啟群
ISBN：9789865522032
版次：2
出版日期：2020/07/30
出版商：東華書局
評分標準
出席與課堂表現 ........10%
報告 .........55%
期末考 ................35%
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
44
110-2_基金投資與管理
教學目標
本課程的主要目標在於讓學生了解投資組合的概念，以及投資組合的管理流程，同時也說明基金公司如何管理其基金，包括股票投資組合的管理與債券投資組合的管理，最後則讓同學了解如何評估基金投資績效的好壞。 課程的設計除了專業證券投資的講授之外也包括學生投資組合管理的競賽以及分析師研究報告的撰寫。首先，老師的課堂講授在於培養學生職場上所需的專業能力以及全球證券市場的了解。其次，投資組合競賽，則讓學生必須每週藉由網路以及財經資料庫了解最新的市場動態以調整其投資組合，這樣的訓練有助於學生提升其資訊運用的能力、拓展國際的金融視野以及以科學方法解決問題的能力。期末的分析師報告則有助於培養學生整合理論與實務進而達成創新學習的能力。
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
課程內容與進度 1- 3週 Introduction Active Bond Management Passive Bond Management 4-6週 History of Interest Rate Macroeconomic and Industry Analysis Optimal risky portfolios 7-9週 Measuring Investment Return Portfolio Performance Evaluation Mid-term exam 10-12週 International Diversification Arbitrage Pricing Theory Multifactor Model 13-15週 Behavioral Finance Options Markets: Introduction Option Strategies 16-18週 Option Valuation Swaps Final exam
教科書/參考書
Investments, McGRAW-HiLL, by Bodie、Kane、Marcus
評分標準
評分標準 1. 期中考 30﹪ 2. 期末考 30﹪ 3. 基金投資管理競賽 40﹪
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
25
本課程的主要目標在於讓學生了解投資組合的概念，以及投資組合的管理流程，同時也說明基金公司如何管理其基金，包括股票投資組合的管理與債券投資組合的管理，最後則讓同學了解如何評估基金投資績效的好壞。 課程的設計除了專業證券投資的講授之外也包括學生投資組合管理的競賽以及分析師研究報告的撰寫。首先，老師的課堂講授在於培養學生職場上所需的專業能力以及全球證券市場的了解。其次，投資組合競賽，則讓學生必須每週藉由網路以及財經資料庫了解最新的市場動態以調整其投資組合，這樣的訓練有助於學生提升其資訊運用的能力、拓展國際的金融視野以及以科學方法解決問題的能力。期末的分析師報告則有助於培養學生整合理論與實務進而達成創新學習的能力。
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-0.00%;專題實作與報告-40.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
課程內容與進度 1- 3週 Introduction Active Bond Management Passive Bond Management 4-6週 History of Interest Rate Macroeconomic and Industry Analysis Optimal risky portfolios 7-9週 Measuring Investment Return Portfolio Performance Evaluation Mid-term exam 10-12週 International Diversification Arbitrage Pricing Theory Multifactor Model 13-15週 Behavioral Finance Options Markets: Introduction Option Strategies 16-18週 Option Valuation Swaps Final exam
教科書/參考書
Investments, McGRAW-HiLL, by Bodie、Kane、Marcus
評分標準
評分標準 1. 期中考 30﹪ 2. 期末考 30﹪ 3. 基金投資管理競賽 40﹪
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
25
110-2_投資組合管理
教學目標
本課程旨在加強同學對於各項投資專題的獨立分析與研究能力（如投資人心理分析與市場反應、企業與個人投資理財、新金融商品投資等），藉由各項投資管理專題的研究與分析，培養同學的獨立作業能力，強化同學的財金專業知識。 本課程希望培養學生具備「職場需求為導向的專業能力」、「創新思維與主動學習的能力」及「以科學方法解決問題的能力」，並期望達成「人文素養與專業學理兼備」及「具備當代思維與國際視野」的教學目標。此外，本課程亦有助同學報考證券營業員、理財規劃人員與財務分析師。
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-20.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
5/11及5/18線上授課 遠距線上授課網址(使用Google Meet) meet.google.com/skj-doik-nvt 1.第1週: The process of portfolio management 2.第2週: 理財規劃基本概念 3.第3週: 投資目標設定 4.第4週: 經濟觀念的概論與應用 5.第5週: Why diversification is a good idea 6.第6週: International investment and diversification 7.第7週: 資產配置 8.第8週: 金融科技與投資組合管理的專題演講 9.第9週: 期中報告 10.第10週: 共同基金與投資組合績效評估 11.第11週: 投資組合調整 12.第12週: Revision of the equity portfolio 13.第13週: 投資分析方法 14.第14週: 應用金融科技於投資組合管理之實證研究 15.第15週: 應用金融科技於投資組合管理之實證研究 16.第16週: Revision of the fixed-income portfolio 17.第17週: 退休金規劃及管理 18.第18週: 期末報告
教科書/參考書
教科書: 鄭義, 財富管理理論與實務(投資組合), 新陸書局. 參考書: Robert A. Strong, Portfolio Construction, Management, & Protection. Robert A. Strong, Practical Investment Management. P. L. Berstein and A. Damodaran, Investment Management. Donald E. Fischer and Ronald J. Jordan, Security Analysis and Portfolio Management.
評分標準
平常成績30%, 期中報告35%, 期末報告35%.
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
61
本課程旨在加強同學對於各項投資專題的獨立分析與研究能力（如投資人心理分析與市場反應、企業與個人投資理財、新金融商品投資等），藉由各項投資管理專題的研究與分析，培養同學的獨立作業能力，強化同學的財金專業知識。 本課程希望培養學生具備「職場需求為導向的專業能力」、「創新思維與主動學習的能力」及「以科學方法解決問題的能力」，並期望達成「人文素養與專業學理兼備」及「具備當代思維與國際視野」的教學目標。此外，本課程亦有助同學報考證券營業員、理財規劃人員與財務分析師。
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-20.00%;專題實作與報告-20.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
5/11及5/18線上授課 遠距線上授課網址(使用Google Meet) meet.google.com/skj-doik-nvt 1.第1週: The process of portfolio management 2.第2週: 理財規劃基本概念 3.第3週: 投資目標設定 4.第4週: 經濟觀念的概論與應用 5.第5週: Why diversification is a good idea 6.第6週: International investment and diversification 7.第7週: 資產配置 8.第8週: 金融科技與投資組合管理的專題演講 9.第9週: 期中報告 10.第10週: 共同基金與投資組合績效評估 11.第11週: 投資組合調整 12.第12週: Revision of the equity portfolio 13.第13週: 投資分析方法 14.第14週: 應用金融科技於投資組合管理之實證研究 15.第15週: 應用金融科技於投資組合管理之實證研究 16.第16週: Revision of the fixed-income portfolio 17.第17週: 退休金規劃及管理 18.第18週: 期末報告
教科書/參考書
教科書: 鄭義, 財富管理理論與實務(投資組合), 新陸書局. 參考書: Robert A. Strong, Portfolio Construction, Management, & Protection. Robert A. Strong, Practical Investment Management. P. L. Berstein and A. Damodaran, Investment Management. Donald E. Fischer and Ronald J. Jordan, Security Analysis and Portfolio Management.
評分標準
平常成績30%, 期中報告35%, 期末報告35%.
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
61
110-2_國際財務管理
教學目標
COURSE DESCRIPTION An examination of the international financial management environment with an emphasis on exchange rate behavior, risk management, and asset management from a global perspective. COURSE OBJECTIVES 1. To study the international financial environment including the international flow of funds, international financial markets, and exchange rate determination. 2. To understand exchange rate behavior including government influence, interest rate parity and arbitrage. 3. To apply risk management techniques as they relate to managing transaction exposure. 4. To develop specific financial skills relating to long-term asset and liability management from a multinational corporation perspective.
授課形式
理論講述與討論-70.00%;個案分析或作品賞析-20.00%;專題實作與報告-10.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
A. 外匯市場與匯率風險管理 1. 外匯市場與匯率 2. 匯率的決定與預測 3. 匯率衍生性金融商品 4. 交易風險管理 5. 經濟風險管理 6. 換算風險管理 B. 國際投資決策 1. 海外直接投資與併購策略 2. 國際資本預算 3. 國家風險分析與跨國租稅規劃 C. 國際融資決策 1. 國際金融市場 2. 國際資金成本與資本結構 3. 跨國企業籌資管道
教科書/參考書
1. 國際財務管理 (14版) Madura/International Financial Management 14e 作者： Jeff Madura ISBN-13: 978-981-49-1500-7 2. 課程講義 3. Case study (need extra payment)
評分標準
Attendance: 10% Mid-term: 35% Final exam: 40% Case discussion: 15% Attention: Exams/Quizzes: You will NOT be allowed any extra credit projects, etc. to compensate for a poor average. Everyone must be given the same opportunity to do well in this class. Individual exams WILL NOT be supplied; however, I may use attendance and class participation to make adjustments at the end of the semester.
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
58
COURSE DESCRIPTION An examination of the international financial management environment with an emphasis on exchange rate behavior, risk management, and asset management from a global perspective. COURSE OBJECTIVES 1. To study the international financial environment including the international flow of funds, international financial markets, and exchange rate determination. 2. To understand exchange rate behavior including government influence, interest rate parity and arbitrage. 3. To apply risk management techniques as they relate to managing transaction exposure. 4. To develop specific financial skills relating to long-term asset and liability management from a multinational corporation perspective.
授課形式
理論講述與討論-70.00%;個案分析或作品賞析-20.00%;專題實作與報告-10.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
A. 外匯市場與匯率風險管理 1. 外匯市場與匯率 2. 匯率的決定與預測 3. 匯率衍生性金融商品 4. 交易風險管理 5. 經濟風險管理 6. 換算風險管理 B. 國際投資決策 1. 海外直接投資與併購策略 2. 國際資本預算 3. 國家風險分析與跨國租稅規劃 C. 國際融資決策 1. 國際金融市場 2. 國際資金成本與資本結構 3. 跨國企業籌資管道
教科書/參考書
1. 國際財務管理 (14版) Madura/International Financial Management 14e 作者： Jeff Madura ISBN-13: 978-981-49-1500-7 2. 課程講義 3. Case study (need extra payment)
評分標準
Attendance: 10% Mid-term: 35% Final exam: 40% Case discussion: 15% Attention: Exams/Quizzes: You will NOT be allowed any extra credit projects, etc. to compensate for a poor average. Everyone must be given the same opportunity to do well in this class. Individual exams WILL NOT be supplied; however, I may use attendance and class participation to make adjustments at the end of the semester.
學分數
3
授課時數(周)
3
開課班級
A10832
修課人數
58
110-2_投資與財務規劃
教學目標
-------------------------------------------------------------------------------------- 線上授課, 線上測驗(報告) 視訊平台: Microsoft Teams URL: https://teams.microsoft.com/l/team/19%3arpUmqtvM3DX8yH0NY1TTzwFwp7S50i4Tt3tqyn6F2Ck1%40thread.tacv2/conversations?groupId=3c592d96-bf2d-455c-9719-8021b84de1a9&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 -------------------------------------------------------------------------------------- The development of a working knowledge of basic tools that will guide the student in the acquisition of sound financial planning discipline using MS-EXCEL, including: 1.) A working knowledge of the impact of compounding on investment returns, as well as other applications where time value of money principles play a key role; 2.) An analysis of various investment alternatives and vehicles, and risks typically associated therewith; 3.) An analysis of mechanisms useful for the protection of wealth through the use of insurance and other risk management and risk transfer techniques; 4.) The obtaining of a comfort level with information presented in financial periodicals, especially as relates to current events taking place during the semester; 5.) The professional presentation of the results of financial planning research and recommendations regarding alternatives.
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-10.00%;專題實作與報告-30.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
1.) Course introduction 2.) Financial planning (Chapter 1) 3.) Financial planning (Chapter 1, cont'd) 4.) The time value of money (Chapter 2) 5.) The time value of money (Chapter 2, cont'd) 6.) Financial statements and budgets (Chapter 3) 7.) Financial statements and budgets (Chapter 3, cont'd) 8.) Taxes (Chapter 4) 9.) Midterm exam 10.) Financial markets and institutions (Chapter 9) 11.) Investment basics (Chapter 10) 12.) Investment basics (Chapter 10, cont'd) 13.) Stocks and bonds (Chapter 11) 14.) Stocks and bonds (Chapter 11, cont'd) 15.) Mutual funds and other pooling arrangements (Chapter 12) 16.) Case presentations 17.) Case presentations (cont'd) 18.) Final exam
教科書/參考書
1.) "Personal Finance: An Integrated Planning Approach" (8th edition), by Ralph R. Frasca. Prentice Hall/Pearson, 2009; 2.) The Wall Street Journal; 3.) Articles @ NBER/CEPR/SSRN/IDEAS; 4.) Handouts and case studies,as directed.
評分標準
Major factors entering into grade determination will consist of: 1.) Class attendance and contribution to class discussion (10%); 2.) Participation in, and communication with respect to group MS-EXCEL project (30%); 3.) The following testing parameters: midterm exam (20%), and comprehensive final exam (40%); * NO extra credit allowed.
學分數
3
授課時數(周)
3
開課班級
A10932
修課人數
26
-------------------------------------------------------------------------------------- 線上授課, 線上測驗(報告) 視訊平台: Microsoft Teams URL: https://teams.microsoft.com/l/team/19%3arpUmqtvM3DX8yH0NY1TTzwFwp7S50i4Tt3tqyn6F2Ck1%40thread.tacv2/conversations?groupId=3c592d96-bf2d-455c-9719-8021b84de1a9&tenantId=5a484953-77ef-42ec-90cf-2f4e1037ffc7 -------------------------------------------------------------------------------------- The development of a working knowledge of basic tools that will guide the student in the acquisition of sound financial planning discipline using MS-EXCEL, including: 1.) A working knowledge of the impact of compounding on investment returns, as well as other applications where time value of money principles play a key role; 2.) An analysis of various investment alternatives and vehicles, and risks typically associated therewith; 3.) An analysis of mechanisms useful for the protection of wealth through the use of insurance and other risk management and risk transfer techniques; 4.) The obtaining of a comfort level with information presented in financial periodicals, especially as relates to current events taking place during the semester; 5.) The professional presentation of the results of financial planning research and recommendations regarding alternatives.
授課形式
理論講述與討論-60.00%;個案分析或作品賞析-10.00%;專題實作與報告-30.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
1.) Course introduction 2.) Financial planning (Chapter 1) 3.) Financial planning (Chapter 1, cont'd) 4.) The time value of money (Chapter 2) 5.) The time value of money (Chapter 2, cont'd) 6.) Financial statements and budgets (Chapter 3) 7.) Financial statements and budgets (Chapter 3, cont'd) 8.) Taxes (Chapter 4) 9.) Midterm exam 10.) Financial markets and institutions (Chapter 9) 11.) Investment basics (Chapter 10) 12.) Investment basics (Chapter 10, cont'd) 13.) Stocks and bonds (Chapter 11) 14.) Stocks and bonds (Chapter 11, cont'd) 15.) Mutual funds and other pooling arrangements (Chapter 12) 16.) Case presentations 17.) Case presentations (cont'd) 18.) Final exam
教科書/參考書
1.) "Personal Finance: An Integrated Planning Approach" (8th edition), by Ralph R. Frasca. Prentice Hall/Pearson, 2009; 2.) The Wall Street Journal; 3.) Articles @ NBER/CEPR/SSRN/IDEAS; 4.) Handouts and case studies,as directed.
評分標準
Major factors entering into grade determination will consist of: 1.) Class attendance and contribution to class discussion (10%); 2.) Participation in, and communication with respect to group MS-EXCEL project (30%); 3.) The following testing parameters: midterm exam (20%), and comprehensive final exam (40%); * NO extra credit allowed.
學分數
3
授課時數(周)
3
開課班級
A10932
修課人數
26
110-2_個體經濟學(二)
教學目標
Microeconomics at the second semester introduces producer theory and game theory. As you work through this course, you will learn microeconomics theory in a systematic way. Working problems is very important when you learn economics. Therefore, you have homework every week and a 50-minutes quiz on 3/14, 4/11, 5/16, and 6/6. The questions in the quizzes are randomly selected from homework. 遠距線上授課方式: Microsoft teams，連結網址公布於Moodle 4.0課程當週活動欄。
授課形式
理論講述與討論-80.00%;個案分析或作品賞析-10.00%;專題實作與報告-10.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Date Topics 2/21 Ch. 14 Consumer Surplus 2/28 Holiday 3/7 Ch. 15 Market Demand 3/14 Ch. 16 Equilibrium (Quiz 1) 3/21 Ch. 18 Technology 3/28 Ch. 19 Profit Maximization 4/4 Holiday 4/11 Ch. 20 Cost Minimization (Quiz 2) 4/18 Midterm Exam 4/25 Ch. 21 Cost Curve 5/2 Ch. 22 Firm Supply 5/9 Ch. 23 Industry Supply 5/16 Ch. 24 Monopoly (Quiz 3) 5/23 Ch. 27 Oligopoly 5/30 Ch. 28 Game Theory 6/6 Ch. 29 Game Theory and Application (Quiz 4) 6/13 Final Exam 6/20 Review
教科書/參考書
Textbook Intermediate Microeconomics 9th edition, by Hal R. Varian. (required) Reference 個體經濟理論與應用 (下冊), 2000, 張守鈞 (全英) (strongly recommend) 個體經濟學：理論與應用, 2013,陳正倉、林惠玲 (雙葉)(recommend) Lecture notes, homework, homework solutions, and related reference are available on Moodle 4.0.
評分標準
Grading Quiz: 20%, Participation: 10%, Midterm Exam: 35%, Final Exam: 35%. There are 4 quizzes in this semester. The students are not allowed to make up the missed quiz, midterm and final exams. 注意: 1. 為配合防疫措施，本學期每次上課均實施點名，點名全勤者出席成績10分，1次未到者出席成績7分，2次未到者出席成績5分，3次未到者出席成績3分，4次(含)以上未到者出席成績0分。 2. 疫苗假、病假、事假與公假均需在請假課程當天上傳請假證明至請假系統，生理假也需在請假當天至請假系統申請。 3. 在任何考試當中，有發生作弊情形，本科學期總成績予以零分計算。 4. 每位同學的成績均依照上述比例計算，學期總成績不予以做個別調整。
學分數
3
授課時數(周)
3
開課班級
A10932
修課人數
16
Microeconomics at the second semester introduces producer theory and game theory. As you work through this course, you will learn microeconomics theory in a systematic way. Working problems is very important when you learn economics. Therefore, you have homework every week and a 50-minutes quiz on 3/14, 4/11, 5/16, and 6/6. The questions in the quizzes are randomly selected from homework. 遠距線上授課方式: Microsoft teams，連結網址公布於Moodle 4.0課程當週活動欄。
授課形式
理論講述與討論-80.00%;個案分析或作品賞析-10.00%;專題實作與報告-10.00%;田野調查-0.00%;實驗-0.00%;其他-0.00%
課程內容與進度
Date Topics 2/21 Ch. 14 Consumer Surplus 2/28 Holiday 3/7 Ch. 15 Market Demand 3/14 Ch. 16 Equilibrium (Quiz 1) 3/21 Ch. 18 Technology 3/28 Ch. 19 Profit Maximization 4/4 Holiday 4/11 Ch. 20 Cost Minimization (Quiz 2) 4/18 Midterm Exam 4/25 Ch. 21 Cost Curve 5/2 Ch. 22 Firm Supply 5/9 Ch. 23 Industry Supply 5/16 Ch. 24 Monopoly (Quiz 3) 5/23 Ch. 27 Oligopoly 5/30 Ch. 28 Game Theory 6/6 Ch. 29 Game Theory and Application (Quiz 4) 6/13 Final Exam 6/20 Review
教科書/參考書
Textbook Intermediate Microeconomics 9th edition, by Hal R. Varian. (required) Reference 個體經濟理論與應用 (下冊), 2000, 張守鈞 (全英) (strongly recommend) 個體經濟學：理論與應用, 2013,陳正倉、林惠玲 (雙葉)(recommend) Lecture notes, homework, homework solutions, and related reference are available on Moodle 4.0.
評分標準
Grading Quiz: 20%, Participation: 10%, Midterm Exam: 35%, Final Exam: 35%. There are 4 quizzes in this semester. The students are not allowed to make up the missed quiz, midterm and final exams. 注意: 1. 為配合防疫措施，本學期每次上課均實施點名，點名全勤者出席成績10分，1次未到者出席成績7分，2次未到者出席成績5分，3次未到者出席成績3分，4次(含)以上未到者出席成績0分。 2. 疫苗假、病假、事假與公假均需在請假課程當天上傳請假證明至請假系統，生理假也需在請假當天至請假系統申請。 3. 在任何考試當中，有發生作弊情形，本科學期總成績予以零分計算。 4. 每位同學的成績均依照上述比例計算，學期總成績不予以做個別調整。
學分數
3
授課時數(周)
3
開課班級
A10932
修課人數
16