科目一覧へ戻る | 2023/03/17 現在 |
科目名/Subject | 経済学特別講義/Financial Economics |
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担当教員(所属)/Instructor | 和田 良介 (商学部) |
授業科目区分/Category | 昼間コース 学科別専門科目 |
開講学期/Semester | 2017年度/Academic Year 前期/Spring Semester |
開講曜限/Class period | 水/Wed 3 |
対象所属/Eligible Faculty | 商学部/Faculty of Commerce |
配当年次/Years | 3年 , 4年 |
単位数/Credits | 2 |
研究室番号/Office |
和田 良介(537号室 メールアドレス:rwada@res.otaru-uc.ac.jp) |
オフィスアワー/Office hours | 和田 良介(火曜、木曜、17:15-17:45、 319号ゼミ室) |
更新日/Date of renewal | 2017/03/02 | ||
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授業の目的・方法 /Course Objectives and method |
短プロ生及び学部生向けの授業です。英語で講義します。講義内容を印刷したものを毎回配布します。それをよく読めば英語による講義が難しくても授業に付いてゆくことは可能です。また数式を用いた説明が多いので、その分英語の比重は軽くなります。原則として毎週宿題があります。宿題は主にPCソフトMathematicaを使うような計算問題です。PCソフトの操作補助のためにTAが付きます。 The objective is to understand basic concepts of financial economics. ・optimization over time ・asset valuation ・risk management tools |
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達成目標 /Course Goals |
After taking this course, students (1) find it easier to follow financial pages of newspapers and (2) can calculate various financial formulae themselves. | ||
授業内容 /Course contents |
Topics to be covered are as follows. 1. time value of money and discounted cash flow analysis 2. valuation of bonds and stocks 3. risk management 4. prices of derivatives; futures, forward and options contracts The level of mathematical sophistication is elementary algebra, including sum of geometric sequences. To help clear understanding, numerical exercises are emphasized. In principle, homework is assigned every week. Many of the homework questions involve numerical calculations. Some of the questions require use of computers. It is recommended to use software Mathematica. Its use will be explained. |
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使用教材 /Teaching materials |
これまで使用した教科書は以下の通り。変更の可能性あり。 Text book: Zvi Bodie, Robert C. Merton and David L. Cleeton, Financial Economics, 2nd ed. Prentice Hall. This book is in short supply. Textbook may change. |
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成績評価の方法 /Grading |
Allocation of weights will be two exams (60 %), homework (25%), class participation (15%). Class participation includes asking constructive questions as well as attendance. Also, it includes solving homework questions on black board. Working together on homework is encouraged. Midterm will be 30 minute test. |
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成績評価の基準 /Grading Criteria |
経済学科の統一基準に基づく。 | ||
履修上の注意事項 /Remarks |
Neat appearance and legibility of homework answers are subject to evaluation. It is encouraged to submit homework answers as computer printouts. Extra handout and homework answers will be downloadable from https://www.otaru-uc.ac.jp/~rwada/ |
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遠隔授業 /Online class |
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