シラバス参照

授業情報/Course information

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
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 2016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
オフィスアワー/Office hours
更新日/Date of renewal 2016/03/01
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。それをよく読めば聞き取り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。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
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.
使用教材
/Teaching materials
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.
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.  
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/
遠隔授業
/Online class
遠隔授業/Online class

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