Type of Credit: Partially Required
Credit(s)
Number of Students
To introduce financial markets, financial institutions and analyze fixed-income,
equities, options, futures, and other financial instruments/alternative investments .
能力項目說明
To understand
financial markets,
financial institutions and
financial assets such as fixed-income, equities, options, futures, and other financial instruments.
We will also discuss the basic ideas behind
portfolio selection and
risk management.
There will be several invited talks from financial industry and field trips.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
9/12 Introduction
9/19 Mean-variance portfolio theory; Deterministic cash flow streams
9/26 The basic theory of interest; Fixed-income securities: bonds, duration
10/3 WIW
10/17 Quiz
10/24 The term structure of interest rates, FRA, and IRS;
revisit fixed-income securities
10/31 Blackrock, 佘曉光總經理, ESG, 資產管理業職場生涯
11/7 MATLAB基本操作 (Terasoft) : 說明程式開發的基礎，變數宣告、函數使用、變數格式、流程控制、繪圖等。
11/14 Midterm Exam
11/21 國泰投信, Eddie Cheng. 分享主題: ETF市場與主題式ETF介紹
11/28 投資組合最佳化 (Terasoft): 使用工具箱中投資組合物件實現Markowitz方法，建構回溯測試
12/5 The capital asset pricing model; Factor models
12/12 Schroders, Alex Lin
12/19 Fidelity, Gad Yin, Asset Allocation
12/26 final presentations
1/2 final presentations
Quiz: 20%
Midterm exam: 35%
Final Report: 30%
In class performance: 15%
Reference books: