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MSF 501: Math with Financial Appls.
This course provides a systematic exposition of the primary mathematical methods used in financial economics. Mathematical concepts and methods include logarithmic and exponential functions, algebra, mean-variance analysis, summations, matrix algebra, differential and integral ca...
Professors: Gregory S. Chaudoin; Michael Modica
Terms: Fall 12-13 | Credits: 3
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MSF 502: Statistical Analys in Fin Mkts
This course presents the major conclusions of the econometric techniques used in finance. Ordinary least squares, maximum likelihood, generalized method of moments, and simulation methods are covered. These tools are presented through computer simulation of the various models, fo...
Professors: Haizhi Wang; Jinghua Wang; Namhoon Lee; (more)
Terms: Fall 12-13 | Credits: 3
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MSF 503: Financial Modeling
This course presents the major conclusions of the econometric techniques used in Finance. Ordinary least squares, maximum likelihood, generalized method of moments, and simulation methods are covered. These tools are presented through computer simulations of the various models, f...
Professors: Benjamin E. Van Vliet; Elizabeth J. Durango-Cohen; Harvey Zabinsky; (more)
Terms: Fall 12-13 | Credits: 3
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MSF 504: Valuation and Portfolio Mgmt.
The course is a survey of asset pricing theory. The fundamentals of bond and option pricing are covered as well as the CAPM, APT and the Fama-French models. Excel spreadsheet modeling is used to illustrate and understand the concepts of Markowitz's Mean Variance Optimization, equ...
Professors: Gregory S. Chaudoin; John Bilson; Li Cai; (more)
Terms: Fall 12-13 | Credits: 3
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MSF 505: Futures, OPT and OTC Derv.
This course provides the foundation for understanding the price and risk management of derivative securities. The course starts with simple derivatives, e.g., forwards and futures, and develops the concept of arbitrage-free pricing and hedging. Based upon the work of Black, Schol...
Professors: John Nyhoff; Michael J. Gorham; Tao Wu
Terms: Fall 12-13 | Credits: 3
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MSF 506: Financial Statement Analysis
After reviewing the content of the major financial statements, the course examines ratios, inventories, long-lived assets, income taxes, debt, leases, and pensions, among other topics. U.S. practices are compared to practices in other major countries. This course is intended for ...
Professors: Joel Heilprin; Michael J. Rybak
Terms: Fall 12-13 | Credits: 3
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MSF 524: Models for Derivatives
The practice of financial engineering requires skill in financial theory and practice, mathematics and programming. This course includes instruction in all of these areas. In this class, students will learn mathematical and computational methods that are applicable to the pricing...
Professors: Geoffrey R. Harris
Terms: Fall 12-13 | Credits: 3
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MSF 525: Int Rates Term Struc and Cr Md
No description available
Professors: Geoffrey R. Harris
Terms: N/A | Credits: 3
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MSF 525: Term Structure Modeling and Interest Rate Derivatives
Upon completion of this course, students should know the strengths, weaknesses, appropriate uses, and ways of implementing the major term structure models that are in common use. The course will begin with bootstrapping of forward curves, principal component analysis, and a revi...
Professors: Geoffrey R. Harris
Terms: Fall 12-13 | Credits: 3
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MSF 526: Computational Finance
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Professors: Brian K. Boonstra
Terms: Fall 12-13 | Credits: 3
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