Survey of Financial Theory

An advanced, graduate-level course in the theoretical foundations of finance and financial economics. The course begins with the fundamentals of decision-making under uncertainty and progresses through the major theoretical contributions in the discipline.

Probability and Stochastic Processes

A course that combines elements of probability theory and stochastic processes and applies these principles to modeling financial uncertainty. Discrete-time and continuous-time methods in Finance are considered.

Contemporary Topics in Finance: Valuation

An examination of contemporary issues and topics which relate to the development in the field of finance. Topics will vary from semester to semester and will be announced prior to registration.

Financial Markets and Institutions

An advanced, graduate-level course surveying the key topics and inter-relationships between financial markets, financial institutions, and market microstructure design. Students will apply the theories learned in this course to numerous problems facing today’s financial institutions and markets.

Derivatives

A comprehensive introduction to the markets for options, forwards, futures, swaps, and other related derivative instruments. The course is designed to develop an understanding of how derivatives markets operate, how derivatives are priced, and how they are used.

Time Series and Applied Business Forecasting

An advanced, graduate level course with focuses on the core methods of modeling and forecasting time series data. Special attention is given to basic methods of forecasting trend, seasonality and cycles, in both univariate and multivariate contests.

Financial Modeling

A course designed to bridge the gap between the theories and concepts learned in the classroom and the application of these concepts in actual practice. This course provides an understanding of how theory, developed under ideal economic assumptions, is applied to solve actual business problems.

Applied Corporate Finance

A survey course in corporate finance with applications to investment banking. It develops an understanding of fundamental concepts and theories in finance and applies them to a wide range of practical business problems including those related to the financial services industry.

Corporate Risk Management

An advanced, graduate-level course in corporate finance and derivatives. Students will apply the theories and concepts learned in the MSF Derivatives course to a wide range of corporate financial management problems.

Student Managed Funds I and II

A hands-on class where students manage real-dollar portfolios using various investment styles. Graduate students provide the operational management of the funds while undergraduates are the analysts. All students are members of the investment committee that makes all investment decisions. Each fund must be managed in compliance with its investment policy statement.