核心课程
- MGTF 402 - Investment Analysis
Introduces quantitative methods for analyzing the pricing and return behavior of assets such as stocks, bonds, and derivatives; and develops methods for implementing modern portfolio theory in practice. The most influential financial models are derived; their practical applications are discussed. Letter grades only. Prerequisites: Restricted to master of finance program or by consent of instructor.
- MGTF 403 - Advanced Financial Risk Management
Introduces ways to identify, measure, estimate, and control risks in the context of risk management as applied in fixed income, foreign exchange, and equity markets. Reviews the pricing and hedging applications of derivatives, such as futures, options, and CDSs. Letter grades only. Prerequisites: Restricted to master of finance program, MBA program, or by consent of instructor.
- MGTF 404 - Financial Econometrics and Empirical Methods
Bridging the gap between theoretical financial models and the real world. Covering the major accomplishments of empirical finance. Empirical exercises and analysis of real financial data will help students to truly appreciate the content of the course. Letter grades only. Prerequisites: Restricted to master of finance program or by consent of instructor.
- MGTF 415 - Collecting and Analyzing Financial Data
Teaches students how to obtain and process data in order to answer empirical questions in finance. The data can be numerical or textual, and structured or unstructured. Specific data sources may include CRSP, Compustat, Thomson Reuters, and Bloomberg. Some programming. Letter grades only. Prerequisites: Restricted to master of finance program or by consent of instructor.
·Advanced Derivatives
·Behavioral Finance
·Financial Innovation
·Corporate Valuation
·Investments
·Wealth Management
·Venture Capital & Private Equity
·Financial Econometrics
·FinTech
·Programming and Data Analytics
·Machine Learning
·Fundamentals of Financial Analysis
Capstone Project为学生提供了一个学以致用的机会。这个项目通常在每年的春夏两季。学生将在老师的带领下组团进入赞助机构进行实地演练，最后要交出一份可执行的项目书。
Capstone Project合作企业：
·Pacific Life
·Viasat
·Roth Capital
·Reza Sabahi (Wells Fargo Capital)
·Mansfield Energy Company
·Research Affiliates
·KPMG
·Canterbury Consulting
·KAST
·Mazda USA
·Immerse
历年Capstone Project项目回顾：
·Pacific Life – Machine Learning Signals on Future Investment Decisions
·Pacific Life – ESG Policies and Bondholder Returns
·Viasat - Capital Structure and Cost of Capital
·Roth Capital – Prospect development, Strategic Alternatives for Sell/Buy-side Engagements
·Reza Sabahi (Wells Fargo Capital) – Validate a dynamic leveraged-lending model in technology space
·Mansfield Energy Company – Leaders in the Distribution of Petroleum Products, Compressed
·Natural Gas (CNG), Renewable Fuels, and Specialty Chemicals
·Research Affiliates – Pioneer in Smart Beta and Asset Allocation-Evaluating Signals/Factors for Information Decay
·KPMG – Natural Language Processing of Loan Applications Related to Care Act
·Canterbury Consulting – Financial Advisory Firm - Value proposition of Self-Funded Healthcare
·KAST – Venture-Backed Start-up Entertainment Company Strategic Analysis
·Mazda USA – Data Science Related
·Immerse – Analysis of Franchise Model and Preparing Forecasts
