科目代碼 | BM_0970 |
科目名稱 | 高等數量方法 |
授課老師 | 林達榮/陳啟斌 |
開課班級 | 企業管理學系 |
每週授課時數 | 3 |
校內分機 | 3051 |
教師電子郵件 | |
教師辦公室 | 共B322 |
會談時間 | 每週三上午9:00-12:00/其他時段事前預約 |
課程助教 | |
助教電子郵件 | |
助教工作項目 | |
課程目標 | 學習隨機過程在財務工程及投資決策分析之數理模型建構 |
教學方法 | 上課講解/作業/專業演講/心得報告 |
教學評量 | 1. Q&A:40% 2. 平時分數:20% 3. 書面報告40% 4.最終成績以全班排序後依學校給分等級評定學期成績 |
課堂教材 | Avinash K. Dixit and Robert S. Pindyck/Investment under Uncertainty/Princeton University Press/Princeton/New Jersey/1994 |
其他教材 | |
作業備註 | |
其他標題 | |
其他內容 |
教學計畫表
教學進度表
週次 | 日期 | 進度 | 重要事項 |
一 | 02/20 | 課程大綱 A New View of Investment | |
二 | 02/27 | Developing the Concepts Through Simple Examples | |
三 | 03/05 | Stochastic Processes and Ito’s Lemma (1) | |
四 | 03/12 | Stochastic Processes and Ito’s Lemma (2) | |
五 | 03/19 | Dynamic Optimization under Uncertainty (1) | |
六 | 03/26 | Dynamic Optimization under Uncertainty (2) | |
七 | 04/02 | Investment Opportunities and Investment Timing (1) | |
八 | 04/09 | Investment Opportunities and Investment Timing (2) | |
九 | 04/16 | Term Paper (1) | 期中考週 |
十 | 04/23 | The Value of a Project and the Decision to Invest (1) | |
十一 | 04/30 | The Value of a Project and the Decision to Invest (2) | |
十二 | 05/07 | Entry, Exit, Lay-up, and Scrapping (1) | |
十三 | 05/14 | Entry, Exit, Lay-up, and Scrapping (2) | |
十四 | 05/21 | Dynamic Equilibrium in a Competitive Industry (1) | |
十五 | 05/28 | Dynamic Equilibrium in a Competitive Industry (2) | |
十六 | 06/04 | Policy Intervention and Imperfect Competition (1) | |
十七 | 06/11 | Policy Intervention and Imperfect Competition (2) | |
十八 | 06/18 | 預備週 | |
十九 | 06/25 | Term Paper (2) | 期末考週 |