國立中山大學 110學年度第1學期 課程教學大綱
National Sun Yat-sen University 110Academic 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: |
|
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.Assignment:10% 2.In-lecture performance:10% 3.Computerworkshop 1:10% 4.Computer workshop 2:10% 5.Midterm:30% 6.Final:30%
|
|
課程大綱 Course syllabus |
|
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 (1) understand how and why foreign currencies are traded; (2) identify arbitrage opportunities; (3) use simple trading rules to predict the future movement of exchange rates; (4) recover the proportion of informed trading using FX data.
|
|
授課方式 Teaching methods |
|
Lecture Computer workshops Trading activities *** Important: Online Teaching on Week 1 *** We will conduct an online teaching on week 1 (Mon 9/27), via Google Meet; the link to our meeting will be sent to students who choose this course by 9/27. If you are not on the name list but wish to take this course, please send an email to TA Mike: a092666877@gmail.com 因應第一週實施線上授課教學演練, 9/27 第一次上課將透過 Google meet 進行, 線上會議網址將在第一次上課前 email 給選課同學, 想加選課程的同學請 email 給 TA Mike: a092666877@gmail.com 謝謝. *** Important: Online Teaching on Week 1 ***
|
|
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.Assignment:10% 2.In-lecture performance:10% 3.Computerworkshop 1:10% 4.Computerworkshop 2:10% 5.Midterm:30% 6.Final:30%
|
|
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. | Auther | Title | Publisher | Year of publish | Publisher place | ISBN# | 1 | Sercu P. | International Finance – Theory into Practice | Princeton University Press | 2009 | Princeton | 9780691136677 | 2 | Taylor S. J. | Asset Price Dynamics, Volatility, and Prediction, | Princeton University Press | 2005 | Princeton and Oxford | 0691115370 |
|
|
彈性暨自主學習規劃 Alternative learning periods
|
|
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 | Week | Date | Content and topic | 1 | 2021/09/19~2021/09/25 | Introduction and the basics of FX markets | 2 | 2021/09/26~2021/10/02 | The law of one price and triangular arbitrage | 3 | 2021/10/03~2021/10/09 | Purchasing Power Parity | 4 | 2021/10/10~2021/10/16 | Trading game 1 and review | 5 | 2021/10/17~2021/10/23 | Real exchange rate and forward contracts | 6 | 2021/10/24~2021/10/30 | Covered Interest Parity | 7 | 2021/10/31~2021/11/06 | Computer workshop 1 and review | 8 | 2021/11/07~2021/11/13 | Midterm | 9 | 2021/11/14~2021/11/20 | Review on midterm exam and an invited talk | 10 | 2021/11/21~2021/11/27 | The Glosten-Milgrom model | 11 | 2021/11/28~2021/12/04 | The Glosten-Milgrom model and its extensions 1 | 12 | 2021/12/05~2021/12/11 | The Glosten-Milgrom model and its extensions 2 | 13 | 2021/12/12~2021/12/18 | Trading game 2 and review | 14 | 2021/12/19~2021/12/25 | Forward premium puzzle and adverse-selection problem | 15 | 2021/12/26~2022/01/01 | Experimental approaches to informed/uninformed trading | 16 | 2022/01/02~2022/01/08 | Computer workshop 2 and review | 17 | 2022/01/09~2022/01/15 | Final exam | 18 | 2022/01/16~2022/01/22 | Review of Final exam (optional) |
|
|
課業討論時間 Office hours |
|
時段1 Time period 1: 時間 Time:星期一13:00 - 15:00 地點 Office/Laboratory:CM3052 時段2 Time period 2: 時間 Time:星期三13:00 - 15:00 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 | |
1.財務倫理之能力與社會責任實踐 1. Financial ethics ability. | V | | V | | | V | | | | | | 2.國際觀之能力 2. Global perspective. | V | V | | | | | | | | | | 3.解決財務問題之能力 3. Problem solving ability in Finance. | V | | V | | | | | | | | | 4.溝通之能力 4. Communication skill. | V | V | | | | | | | | | | 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 | V | | V | | | | | | | | | 2.探究與批判思考能力。 2. Inquisitive and critical thinking abilities | V | V | | | | | | | | | | 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 | V | | | V | | | | | | | | 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: |
|
本課程校外實習資訊: This course is relevant to internship: |
|