Type of Credit: Partially Required
Credit(s)
Number of Students
To introduce financial markets, financial institutions and analyze fixed-income, equities, options, futures, digital assets 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, digital assets, 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
| 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 |
|---|---|---|
2/20 Introduction
2/27 The basic theory of interest; Deterministic cash flow streams
3/6 Fixed-income securities: bonds, duration; The term structure of interest rates
3/13 Quiz
3/20 Mean-variance portfolio theory; The capital asset pricing model (CAPM)
3/27 Smart Beta; Factor models
4/10 Digital assets; RWA
4/17 Midterm Exam
4/24 PineBridge, 賴強立副總經理; title
5/1 Schroders, 葉獻文: 台股趨勢投資分析以及主動式管理的企業議合
5/8 台灣量化交易協會理事長 韓承佑. 分享主題: 量化交易簡介
5/15 國泰投信, 投資研究總處 鄭立誠(Eddie Cheng) 資深副總經理. 分享主題: ETF市場與主題式ETF介紹
5/22 Blackrock, 主動式/被動式 ESG相關產品及市場發展趨勢
佘曉光 (Simon She) 總經理; 黃奕栩副總經理; 謝佩穎副總經理
5/29 final presentations
6/5 final presentations
Quiz: 20%
Midterm exam: 35%
Final Report: 30%
In class performance: 15%
Reference books:
| 書名 Book Title | 作者 Author | 出版年 Publish Year | 出版者 Publisher | ISBN | 館藏來源* | 備註 Note |
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