课程名称：证券投资学（全英）

课程类别：专业选修课

学分：2

先修课程：微观经济学,宏观经济学，会计学，统计学原理

考核方式：闭卷笔试

授课老师：刘羽帆

教学目标：

本课程旨在介绍不同有价证券的概念，和流通市场。同时对不同证券的定价机制进行分析和应用。通过本课程的学习，学生应当能根据不同的投资目的和要求，进行风险和收益的分析，选择恰当的投资工具和投资方法。

教学要求：

1) 本课程实行全英语教学，要求学生具备一定的英语听说读写能力，即能够听懂正常语速的英语讲课，能够用英语提问、回答问题或参与课堂讨论，能够阅读英文教材、教学参考书或其它英语教学资料，能够用英语完成教师布置的作业，能够看懂英语试题并用英语回答问题。

2) 本课程要求学生拥有一定的代数和统计学基础，能依据概念和原理，利用公式进行运算。因此，在理解和掌握了原理的基础上，正确运用公式和计算器，就能解决多数基本问题。

3) 本课程的更高以及要求，是学生能进行一些案例分析，利用所学原理和理论，运用分析方法得出结论，并提出解决办法。

教学内容：

1) 金融市场的概述，对各种基本金融工具及其衍生品进行介绍，同时也讲解证券市场的运行机制。

2) 风险与回报,及投资组合相关理论与分析工具的应用。

3) 详细介绍债券，股票，以及权证的概念，定价原理，分析工具，投资原则等。

4) 投资组合管理的原则与策略

教材：

Zvi Bodi, Essentials of Investments, 9/e, McGraw-Hill, 2015.

参考书目 （或更新版本）：

1. Security analysis and portfolio management / Donald E. Fischer, Ronald J. Jordan, 5th ed., Englewood Cliffs, N.J. : Prentice Hall, c1991.

2. Damodaran on valuation: security analysis for investment and corporate finance/ Aswath Damodaran. c1994

3. Modern investment theory / Robert A. Haugen.1998

4. Capital flows, saving, and investment in the world economy / Showkat Ali.; 1998

5. Macro trading and investment strategies: macroeconomic arbitrage in global markets / Gabriel Burstein. 1999

6. The theory and practice of security analysis / Michael A. Nicolaou, Houndmills: Macmillan, 2000.

7. Firm Investment Behavior in A Real Options Framework: Empirical Evidence /Laarni Tobia Bulan.; 2002

8. Managing risk in alternative investment strategies: successful investing in hedge funds and managed futures / Lars Jaeger.; 2002

9. The coming crash in the housing market: 10 things you can do now to protect your most valuable investment / John R. Talbott, New York: McGraw-Hill, c2003.

10. Investment manager analysis: a comprehensive guide to portfolio selection, monitoring, and optimization / Frank J. Travers. c2004

11. Information efficiency in financial and betting markets / edited by Leighton Vaughan Williams, Cambridge, England; New York: Cambridge University Press, 2005.

12. The liquidity theory of asset prices / Gordon Pepper with Michael J. Oliver, Chichester, England: John Wiley & Sons, Ltd., c2006.

13. Investment management and mismanagement: history, findings, and analysis /Seth C. Anderson, New York: Springer, c2006.

14. 香港金融市场投资指引 Xiang gang jin rong shi chang tou zi zhi yin: Guide to investing in Hong Kong financial markets 人本投资集团香港投资团队编著eng., 北京 中国经济出版社 2007.

15. Scenarios for risk management and global investment strategies /Rachel E. S. Ziemba and William T. Ziemba., Chichester, England: John Wiley & Sons, Ltd.,c2007.

16. Tricks of the active trader: an insider's techniques for getting the edge / Neal T. Weintraub, New York: McGraw-Hill, c2007.

17. Pension revolution: a solution to the pensions crisis / Keith Ambachtsheer, Hoboken, N.J. : Wiley, c2007.

18. Financial bliss: a couple's guide to merging money styles and building a rich life together / Bambi Holzer, New York: AMACOM, American ManagementAssociation, c2007.

19. Financial planning for the utterly confused / Joel Lerner, 6th ed., New York: McGraw-Hill, c2008.

20. Capital markets law and compliance: the implications of MiFID / Paul Nelson.,Cambridge, UK; New York: Cambridge University Press, 2008.

21. Foundations of finance: the logic and practice of financial management / Arthur J. Keown, John D. Martin, J. William Petty, 6th ed., Upper Saddle River, N.J.: Pearson Prentice Hall, c2008.

22. 金融危机真相 20 世纪90 年代 The case against a new international financial architecture in defense of free capital markets ( 美 ) 戴维・德罗萨 ( David F.DeRosa ) 著 朱剑锋等译, 北京 中信出版社 2008.

23. Investment Management [electronic resource]: A Modern Guide to Security Analysis and Stock Selection / edited by Chandrasekhar Krishnamurti, Ramanna Vishwanath. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009.

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26. Decision and Game Theory for Security [electronic resource]: Second International Conference, GameSec 2011, College Park, MD, Maryland, USA, November 14-15, 2011. Proceedings / edited by John S. Baras, Jonathan Katz, Eitan Altman. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011.

27. Risk finance and asset pricing: value, measurements, and markets/ Charles S.Tapiero, Hoboken, New Jersey; New York, NY: Wiley, c2010.

28. 1958-Wealth management in any market: timeless strategies for building financial security / Bahbah, Bishara A., Hoboken, N.J. : John Wiley & Sons,c2009.

29. Financial planning for the utterly confused / Joel Lerner. New York: McGraw-Hill, c2008.

30. Multiple Stressors: A Challenge for the Future [electronic resource] / edited by Carmel Mothersill, Irma Mosse, Colin Seymour. Dordrecht: Springer Netherlands, 2007.

31. Investment analysis & portfolio management / Frank K. Reilly, Keith C. Brown. Mason, OH: South-Western Cengage Learning, c2012.

32. TITLE The handbook of personal wealth management/consultant editor Jonathan Reuven. London; Philadelphia: Kogan Page, c2011.

33. Energy Economics [electronic resource]: Concepts, Issues, Markets and Governance / by Subhes C. Bhattacharyya. London: Springer London, 2011.

34. Decision and Game Theory for Security [electronic resource]: Second International Conference, GameSec 2011, College Park, MD, Maryland, USA, November 14-15, 2011. Proceedings / edited by John S. Baras, Jonathan Katz, Eitan Altman. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011.

35. Managing Information Risk and the Economics of Security [electronic resource]/ edited by M. Eric Johnson. Boston, MA: Springer US, 2009.

36. The decline of the traditional pension: a comparative study of threats to retirement security / George A. (Sandy) Mackenzie. Cambridge: New York: Cambridge University Press, 2015, c2010.