MSFE Program Schedule

Includes linear equations, matrix algebra, multivariate calculus, static optimization, comparative static analysis, constrained optimization, and Kuhn-Tucker conditions.

Begins with a review of probability and statistics. Remainder of course is spent discussing the Classical linear regression model, least squares and maximum likelihood estimation, finite and asymptotic sample properties, inference, prediction, and nonlinear optimization.

Fixed income expertise is a crucial skill set for success in a financial career. Course topics include interest rates, term structure, risk, valuation, and credit analysis of the major market segments (treasuries, corporates, asset-backed and international bonds).

Students manage an actual portfolio. Topics include portfolio management and security analysis with the current macroeconomic context.

ECN 5300 - Industrial Organization-Game Theory

This course emphasizes market structure, firm conduct, and economic efficiency. Topics include competition, game theory, monopoly, oligopoly, monopolistic competition, firm strategies, and anti-trust policy in the United States.

ECN 5600 - Financial Economics

This is an introduction to the development of our present system of money, banking, and financial institutions. Analysis of central bank policy, capital markets, speculative markets, and portfolio theory are included.

FIN 5350 - Financial Modeling

Introduction to quantitative methods and computer applications applicable in financial modeling. Covers financial statement modeling, asset allocation, risk analysis, scenario generation, and option pricing through the introduction and use of econometric modeling, decision analysis, simulation, and optimization techniques using modern software.

This course is an introduction to the use of computational tools that are useful in the implementation of quantitative financial theories. As such, it’s very applied in nature. The focus will be on the implementation of ideas that you have learned in your courses such as econometrics, investments, and derivatives.

Among other financial principles, this course covers multipored capital budgeting under uncertainty, real options analysis, optimal capital structures, acquisition valuation, and optimal dividend policy.

This course presents analytical tools for quantitative investment analysis. Using SAS, we examine topics including fundamental analysis, return predictability, portfolio theory, and implications from market efficiency.

This course covers forwards, futures, swaps and options. By the end of the course, students will have a solid understanding of how these products work, how they are used, how they are priced and how financial institutions trade them for the purposes of speculation and hedging.

Students manage an actual portfolio. Topics include portfolio management and security analysis within the current macroeconomic context.

Master’s level research.