Course Schedule

Fall

Course Location Professor

MSFIM 636 Quantitative Finance I

Course Materials:
Wooldridge, Jeffrey M. (2013), Introductory Econometrics: A Modern Approach, 5th Edition, South-Western College Publishing. 

Finance Center Jack Jiang

MSFIM 638 Fin Analysis & Firm Valuation

Course Materials: 
Business Analysis & Valuation, 5th edition by Palepu & Healey South-Western ISBN 13-978-1-111-97230-1

Computer Lab Bridget Lyons

MSFIM 639 Business Economics

Course Materials:
O’Sullivan, A., Sheffrin, S. M. & Perez, S. J., Survey of Economics, 6th Edition. Prentice Hall. (ISBN 0-13-255607-3)

Economic Principles: A Business Perspective by Stephen Rubb and Scott Sumner, supplemental material provided by instructor as needed.

Teal Room II Stephen Rubb

Spring

Course Location Professor

MSFIM 640 Investment Management

Course Materials:
Essentials of Investments Bodie, Kane, Marcus. ISBN 9780078034695

Finance Center Keener Hughen

MSFIM 642 Advanced Derivatives and Risk Management

Course Materials:
Hull, John (2015). Options, Futures and other Derivatives. 10th Edition. Prentice Hall Inc., ISBN 978-0-13-345631-8.

Galizia, Federico (2013). Managing Systematic Exposure: A Risk Management Framework for SIFIs and their Markets, ISBN 978-1-78272010-2.

Finance Center Kwamie Dunbar

MSFIM 644 Fixed Income Securities and Markets

Course Materials:
Bond Markets, Analysis and Strategies, Fabozzi, ISBN 9780133796773

Finance Center Keener Hughen
MSFIM 704 CFA Prep Teal Room II Ralph Lim

Late Spring

Course Location Professor

MSFIM 645 Portfolio Management

Course Materials:
Modern Portfolio Theory and Investment Analysis, by Elton, Gruber, Brown and Goetzmann, 9th Edition (New Jersey: John Wiley & Sons, 2013)

Finance Center Kwamie Dunbar

MSFIM 646 Advanced Investment Management

Course Materials:
Essentials of Investments. Bodie, Kane, Marcus, ISBN 9780078034695

Finance Center Robert Schott

MSFIM 647 Financial Regulation and Compliance

Teal Room II Fred Knopf

MSFIM 650 A Numerical Methods in Finance

Course Materials:
Numerical Methods and Optimization in Finance by Manfred Gilli, Dietmar Maringer and Enrico Schumann, Elsevier Inc. 2011. ISBN-13: 978-0123756626, ISBN-10: 0123756626.

Teal Room II Dmitry Udler
MSFIM 704 CFA Prep Teal Room II Ralph Lim