Course Catalog - 2019-2020

     

MGMT 767 - QUANTITATIVE FINANCE LAB

Long Title: QUANTITATIVE FINANCE LAB
Department: Management
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture/Laboratory
Credit Hours: 1.5
Restrictions:
Must be enrolled in one of the following Program(s):
MBA for Professional Extended
MBA for Professionals
MBA for Professional Weekend
MBA - Executive Program
MBA
Must be enrolled in one of the following Level(s):
Graduate
Graduate Quadmester
Prerequisite(s): MGMT 642 AND MGMT 648
Description: Class focuses on fixed income, securitization, pricing and hedging of derivatives, banking regulation, and reserve requirements pre- and post-crisis. We consider issues of risk from perspectives across the capital structure, rigorously considering financial risk management and capital markets. The format of the class combines theory, case study and quantitative applications. Repeatable for Credit.