國立中山大學 109學年度第1學期 課程教學大綱

National Sun Yat-sen University 109Academic year1st Semester Course syllabus

中文名稱
Course name(Chinese)

國際財管理論與實務

課號
Course Code

FM601

英文名稱
Course name(English)

INTERNATIONAL FINANCIAL MANAGEMENT

課程類別
Type of the course

講授類

必選修
Required/Selected

選修

系所
Dept./faculty

財務管理學系碩士班

授課教師
Instructor

蔡秉真    

學分
Credit

3

因應嚴重特殊傳染性肺炎(武漢肺炎),倘若後續需實施遠距授課,授課方式調整如下:

         同步遠距【透過網路直播技術,同時進行線上教學,得採Microsoft Teams、Adobe connect等軟體進行】
同步遠距含錄影【透過網路直播技術,同時進行線上教學並同時錄影,課程內容可擇日再重播,得採Microsoft Teams、Adobe connect等軟體進行】
非同步遠距【課堂錄影或錄製數位教材放置網路供學生可非同時進行線上學習,得採EverCam、PPT簡報錄影、錄音方式進行】
實作類課程,經評估無法採遠距課程教學,後續復課後密集補課

★遠距教學軟體操作說明連結

因應嚴重特殊傳染性肺炎(武漢肺炎),倘若後續需實施遠距授課,評分方式調整如下:

        
1.Trading game 110%
2.Trading game 210%
3.Computerworkshop 110%
4.Computer workshop 210%
5.Midterm30%
6.Final30%

課程大綱 Course syllabus

         本課程教學大綱已提供完整英文資訊(本選項僅供統計使用,未提供完整英文資訊者,得免勾記)【Provide information of course syllabus in English.(This is for statistical use only. For those who do not provide information of course syllabus in English, do not check this field.)】

Week 1-3: Introduction, basics of FX markets and Purchasing Power Parity
Week 4: Trading game 1 and review
Week 5-7: Real exchange rate, forward contracts and Covered Interest Parity
Week 8: Computer workshop I and review
Week 9: Midterm exam
Week 10-12: The Glosten-Milgrom model and its extensions
Week 13: Trading game 2 and review
Week 14-16: The forward premium puzzle and adverse-selection problems
Week 17: Computer workshop II and review
Week 18: Final exam



課程目標 Objectives

         This course introduces the fundamental theories and the practical tools used for trading in foreign exchange (FX) markets. After this course, students are expected to understand how and why foreign currencies are traded, and can answer if the future movement of exchange rates can be predicted. Special attention is paid to the notion of asymmetric information and its impact on FX trading.


授課方式 Teaching methods

         Lecture, Computer workshops (2) and trading activities (2)


評分方式﹝評分標準及比例﹞Evaluation (Criteria and ratio)等第制單科成績對照表 letter grading reference

        
1.Trading game 110%
2.Trading game 210%
3.Computerworkshop 110%
4.Computerworkshop 210%
5.Midterm30%
6.Final30%

參考書/教科書/閱讀文獻 Reference book/ textbook/ documents
〔請遵守智慧財產權觀念,不可非法影印。教師所提供之教材供學生本人自修學習使用,不得散播及做為商業用途〕
No copies for intellectual property rights. Textbooks provided by the instructor used only for self-study, can not broadcast or commercial use

        
序號作者書名出版社出版年出版地ISBN#
No.AutherTitlePublisherYear of
publish
Publisher
place
ISBN#
1Sercu P.International Finance – Theory into PracticePrinceton University Press2009Princeton9780691136677
2Taylor S. J.Asset Price Dynamics, Volatility, and Prediction,Princeton University Press2005Princeton and Oxford0691115370

彈性暨自主學習規劃 Alternative learning periods

本門課程是否有規劃實施學生彈性或自主學習內容(每1學分2小時)
Is any alternative learning periods planned for this course (with each credit corresponding to two hours of activity)?
否:教師需於「每週課程內容及預計進度」填寫18週課程進度(每1學分18小時之正課內容)。
No:The instructor will include an 18-week course plan in the weekly scheduled progress (each credit corresponds to 18 hours of instruction)
是:教師需於「每週課程內容及預計進度」填寫16週課程內容(每1學分16小時之正課內容),並於下列欄位填寫每1學分2小時學生彈性或自主學習內容。
    Yes:The instructor will include a 16-week course plan in the weekly scheduled progress (each credit corresponds to 16 hours of instruction);the details of the planned alternative learning periods are provided below (each credit corresponds to two hours of activity).

學生彈性或自主學習活動
Alternative learning periods
勾選或填寫規劃內容
Place a check in the appropriate box or provide details
時數
Number of hours
學生分組實作及討論
Group work and discussion
參與課程相關作業、作品、實驗
Participation in course-related assignments, work, or experiments
參與校內外活動(研習營、工作坊、參訪)或競賽
Participation in on- or off-campus activities (e.g., seminars, workshops, and visits) or competitions
課外閱讀
Extracurricular reading
線上數位教材學習
Learning with online digital learning materials
其他(請填寫規劃內容)
Other (please provide details)

每週課程內容及預計進度 Weekly scheduled progress

        
週次日期授課內容及主題
WeekDateContent and topic
12020/09/06~2020/09/12Introduction and the basics of FX markets
22020/09/13~2020/09/19The law of one price and triangular arbitrage
32020/09/20~2020/09/26Purchasing Power Parity
42020/09/27~2020/10/03Trading game 1 and review
52020/10/04~2020/10/10Real exchange rate and forward contracts
62020/10/11~2020/10/17Forward contracts and Covered Interest Parity
72020/10/18~2020/10/24Covered Interest Parity
82020/10/25~2020/10/31Computer workshop I and review
92020/11/01~2020/11/07Midterm
102020/11/08~2020/11/14The Glosten-Milgrom model
112020/11/15~2020/11/21The Glosten-Milgrom model and its extensions 1
122020/11/22~2020/11/28The Glosten-Milgrom model and its extensions 2
132020/11/29~2020/12/05Trading game 2 and review
142020/12/06~2020/12/12Forward premium puzzle
152020/12/13~2020/12/19Forward premium puzzle and adverse-selection problem 1
162020/12/20~2020/12/26Forward premium puzzle and adverse-selection problem 2
172020/12/27~2021/01/02Computer workshop II and review
182021/01/03~2021/01/09Final

課業討論時間 Office hours

         時段1 Time period 1:
時間 Time:星期二10:00 - 12:00
地點 Office/Laboratory:CM3052
時段2 Time period 2:
時間 Time:星期四10:00 - 12:00
地點 Office/Laboratory:CM3052

系所學生專業能力/全校學生基本素養與核心能力 basic disciplines and core capabilitics of the dcpartment and the university

        
系所學生專業能力/全校學生基本素養與核心能力
basic disciplines and core capabilities of the department and the university
課堂活動與評量方式
Class activities and evaluation
本課程欲培養之能力與素養 This course enables students to achieve.紙筆考試或測驗 Test.課堂討論︵含個案討論︶ Group discussion (case analysis).個人書面報告、作業、作品、實驗 Indivisual paper report/ assignment/ work or experiment.群組書面報告、作業、作品、實驗 Group paper report/ assignment/ work or experiment.個人口頭報告 Indivisual oral presentation.群組口頭報告 Group oral presentation.課程規劃之校外參訪及實習 Off-campus visit and intership.證照/檢定 License.參與課程規劃之校內外活動及競賽 Participate in off-campus/ on-campus activities and competitions.課外閱讀 Outside reading.
※系所學生專業能力 Basic disciplines and core capabilities of the department
2.國際觀之能力 2. Global perspective.           
3.解決財務問題之能力 3. Problem solving ability in Finance.           
4.溝通之能力 4. Communication skill.           
5.財務管理專業知識之能力 5. Expertise in Financial management.           
※全校學生基本素養與核心能力 Basic disciplines and core capabilities of the university
1.表達與溝通能力。 1. Articulation and communication skills           
2.探究與批判思考能力。 2. Inquisitive and critical thinking abilities           
3.終身學習能力。 3. Lifelong learning           
4.倫理與社會責任。 4. Ethnics and social responsibility           
5.美感品味。 5. Aesthetic appreciation           
6.創造力。 6. Creativity           
7.全球視野。 7. Global perspective           
8.合作與領導能力。 8. Team work and leadership           
9.山海胸襟與自然情懷。 9. Broad-mindedness and the embrace of nature            

本課程與SDGs相關項目:The course relates to SDGs items:

         尚未建立SDGS資料

本課程校外實習資訊: This course is relevant to internship:

         本課程無註記包含校外實習

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