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- Quantitative Methods in Finance
This course introduces students to fundamental statistical and econometric methods used in finance. Students learn to apply these methods using statistical software tools and financial data sources, such as SAS and Wharton Research Data Services.
The focus of this course is on major valuation models and techniques used to determine intrinsic and relative values of business entities and assets. This course emphasizes application of models and techniques to real-world situations.
- 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 uncertain conditions and progresses through the major theoretical contributions in the discipline.
- Required Professional Development
Please note: Throughout the summer semester, students work toward the Bloomberg Certification in the Finance Lab.
- Financial Markets and Institutions
An advanced course that surveys the key topics and inter-relationships between financial markets, financial institutions, and market microstructure design. Students apply the theories learned in this course to numerous problems facing today’s financial institutions and markets.
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 they’re priced, and how they’re used.
- Applied Corporate Finance
A survey course in corporate finance with applications to investment banking. Students develop an understanding of fundamental concepts and theories in finance and apply them to a wide range of practical business problems, including those related to the financial services industry.
- Portfolio Theory and Applications I
A hands-on class where students manage real-dollar portfolios using various investment approaches. All students participate in live portfolio management while developing their financial analysis skills through a combination of rigorous fundamental research and quantitative techniques. Students have the chance to learn from market practitioners and industry experts.
- Financial Modeling
This course is designed to bridge the gap between the theories and concepts learned in the classroom and the application of these concepts in actual practice. Using empirical and analytical tools in conjunction with financial databases, this course provides an understanding of how theory is applied to solve actual business problems.
- Corporate Risk Management
An advanced course in corporate finance and derivatives. Students apply the theories and concepts learned in the MSF Derivatives course to a wide range of corporate financial management problems.
- Portfolio Theory and Applications II
A continuation of Portfolio Theory and Applications I, a hands-on class where students manage real-dollar portfolios using various investment approaches. All students participate in live portfolio management while developing their financial analysis skills through a combination of rigorous fundamental research and quantitative techniques. Students have the chance to learn from market practitioners and industry experts.
- Fixed Income Markets
This course provides an introduction to fixed income markets and securities. Topics include techniques of valuation, interest rate determination and modeling, interest rate risk management, and bond portfolio management and strategies.