I am interested in the link between corporate policies such as investment and financing and firm risk dynamics. My research explores this link from the perspective of the firm management and investors (capital markets).
keywords
asset pricing, credit markets, corporate investment and employment
FNCE 2010 - Quantitative Methods for Finance
Primary Instructor
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Fall 2020 / Spring 2021 / Spring 2022 / Spring 2023 / Spring 2024
Study of quantitative approaches to finance. Covers mathematical and statistical topics required for such analysis, including derivatives, optimization, integration, probability, inference, and regression. Students will become proficient in using the tools and applying them to various financial contexts using analytics Excel.
FNCE 4040 - Derivative Securities
Primary Instructor
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Spring 2021
Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
INBU 4200 - International Financial Management
Primary Instructor
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Fall 2020 / Spring 2022 / Fall 2022 / Spring 2023 / Fall 2023 / Spring 2024 / Fall 2024
Examines the financial policies and problems associated with firms doing business internationally. Topics include the foreign exchange environment, country risk, managing foreign exchange exposure, international working capital management, international capital budgeting, and international financial markets.
MBAC 6010 - Managerial Economics
Primary Instructor
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Fall 2021
Studies the elements of the business firm's fundamental problem---how to maximize profits. Develops for each element managerial theory based upon introductory and intermediate-level microeconomics. Analyzes various applications and misapplications of relevant concept, primarily through case studies. Differential calculus and statistics are used throughout the course.
MBAC 6011 - Managerial Economics 1
Primary Instructor
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Fall 2021 / Fall 2022 / Fall 2023 / Fall 2024
Studies the elements of the business firm's fundamental problem---how to maximize profits. Develops for each element managerial theory based upon introductory and intermediate-level microeconomics. Analyzes various applications and misapplications of the relevant concept, primarily through case studies. Differential calculus and statistics are used throughout the course.
MBAX 6250 - Derivative Securities
Primary Instructor
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Fall 2023
Derivatives, like options, futures, forwards, and swaps, encompass all aspects of finance. Topics cover the characteristics, valuation, and trading strategies associated with derivatives as well as their use in risk management. Recommended prerequisite: for MBAD students, prerequisite course of MBAC 6060; for FNCE-MS majors, prerequisite MSBC 5060 (minimum grade D-).
MSBC 5015 - Managerial Economics
Primary Instructor
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Fall 2021 / Fall 2022 / Fall 2023 / Fall 2024
Studies the elements of the business firm's fundamental problem: how to maximize profits. Develops for each element managerial theory based upon introductory and intermediate level microeconomics. Analyzes various applications and misapplications of relevant concept, primarily through case studies. Differential calculus and statistics are used throughout the course.
MSBC 5220 - Investment Management & Analysis
Primary Instructor
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Fall 2024
Covers managing investment portfolios by blending academic theories and evidence with practitioner experience. Topics include risk and return relationships, securities, value theory (capital asset, arbitrage, and option pricing), portfolios, and performance evaluations.
MSBX 5205 - Financial Strategy and Decision Modeling
Primary Instructor
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Spring 2023 / Spring 2024
Develops functional frameworks for analyzing and assessing uncertainty in real and financial assets and evaluating financial decisions under diverse scenarios. This course covers various methods of mapping uncertainty including binomial decision tree models, linear programming models and Monte-Carlo simulations. Further topics include tax consequences of these decisions.
