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Publications in VIVO

Obreja, Iulian

Teaching Associate Professor

Positions

Research Areas research areas

Research

research overview

  • 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

Publications

Teaching

courses taught

  • FNCE 2010 - Quantitative Methods for Finance
    Primary Instructor - 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 - 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 - 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 - 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. Students can take MBAC 6010 or take MBAC 6011 plus MBAC 6012. Credit can not be given for all.
  • MBAC 6011 - Managerial Economics 1
    Primary Instructor - 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. Students can take MBAC 6010 or take MBAC 6011 plus MBAC 6012. Credit can not be given for all.
    • ... more

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