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Course Criteria
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2.50 Credits
The objective of this course is to develop an understanding of the institutional structure and fundamental concepts of asset valuation in financial markets. Some analytical tools will be developed to study the valuation of different types of securities. The course is structured in three parts. The first part deals with the institutional background of security markets. Particular emphasis is placed on fixed income markets. Second, the concepts of market microstructure are introduced. For example, we examine such questions as: What is liquidity and how is it created? The final part of the course examines the recent advances in asset valuation (asset pricing theory). Instructor: Staff
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3.00 Credits
The purpose of this course is to extend the student's knowledge of security valuation and portfolio management by examining, in depth, the structure, valuation, and uses of derivative contracts. The course develops a general, but rigorous, framework for valuing futures and options contracts and shows the interrelations between these contract markets and the markets for the underlying securities. Specific examples are drawn from derivative contract markets on stocks, stock indexes, debt instruments, and foreign currencies. Instructor: Staff
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3.00 Credits
The purpose of this course is to extend the student's knowledge of security valuation and portfolio management by examining, in depth, the structure, valuation, and uses of derivative contracts. The course develops a general, but rigorous, framework for valuing futures and options contracts and shows the interrelations between these contract markets and the markets of the underlying securities. Specific examples are drawn from derivative contract markets on stocks, stock indexes, debt instruments, and foreign currencies. Instructor: Staff
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2.50 Credits
The purpose of this course is to extend the student's knowledge of security valuation and portfolio management by examining, in depth, the structure, valuation, and uses of derivative contracts. The course develops a general, but rigorous, framework for valuing futures and options contracts and shows the interrelations between these contract markets and the markets for the underlying securities. Specific examples are drawn from derivative contract markets on stocks, stock indexes, debt instruments, and foreign currencies. Instructor: Staff
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3.00 Credits
The course is designed to introduce to the challenge and pitfalls of financing new enterprises. Broadly speaking, entrepreneurial financing decisions have a life cycle. The cycle begins with identifying opportunities, moves to marshaling resources to take advantage of these opportunities and executing the business plan, and ends with harvesting the venture's success. Accordingly, the course has three sections: Identifying and Valuing Opportunities, Structuring Deals, and Harvesting Opportunities. This course complements FINANCE 457, Venture Capital and Private Equity. Students would benefit from being exposed to the material in both courses. Entrepreneurial Finance focuses on the perspective of the entrepreneur, while VCPE focuses on that of the venture capitalist. Instructor: Staff
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3.00 Credits
This course explores the most important issues in global debt markets. It describes fixed income securities and markets, develops tools for valuing these securities and managing their risk. The major topics include: 1. Fixed income instruments and basic yield concepts. 2. Risk management concepts such as duration, convexity, and value-at-risk. 3. Risk management tools such as interest rate futures, options, swaps, caps, and floors. 4. Models of interest rates such as one-factor and multi-factor models of interest rates. 5. Understanding credit risk in corporate bonds and prepayment risk in mortgages.
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2.50 Credits
No course description available.
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3.00 Credits
Four dimensions characterize the special problems encountered by the international financial officer. They are: (1) the multiplicity of currencies, and attendant problems related to nominal contacts; (2) the misalignment of exchange rates vis-a-vis commodities prices and the attendant problems of competitiveness; (3) the partial segmentation of capital markets producing potential differences in costs of capital across the world; and (4) the multiplicity of tax jurisdictions. These four issues will be addressed in this course with the objective of preparing the student for careers in corporations with large operations abroad or across borders, or for careers in international banks. Instructor: Staff
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3.00 Credits
The course objective is to deliver the theory and the quantitative tools that are necessary for global asset management. The focus of the course is on tactical rather than passive asset management. To this end, we develop the fundamental concepts of asset valuation in a world with time-varying risk and risk premiums. We also focus on the most recent advances in quantitative forecasting methods. A unique feature of this course is that students build their own asset management software. In addition, using some of the techniques in the course, they perform an out-of-sample asset allocation. The most recent data (from DATASTREAM) is used in this real-time allocation. Instructor: Staff
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3.00 Credits
The objective of the course is to provide the quantitative tools which are necessary to price a variety of derivative instruments and to hedge the often substantial risks that are involved in taking positions in derivatives. The course is very applied by nature, with a focus on models and techniques that are currently being used in practice. The techniques are applied to the most recently available data in a series of practical exercises. Instructor: Staff
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