The Summer Session.

click each course for further detail
 
Prof. Roy Kwon
8 lectures
Linear, quadratic and non-linear programming; dynamic programming; integer programming and complexity; decision analysis, multi-criteria decision-making. Letter grading.
tba
8 lectures
This course examines four topics in finance using the case study method: (i) firm evaluation; (ii) hedging strategies and policies; (iii) financial engineering; and (iv) real options. The objective of the course is to provide real examples to reinforce important program concepts and to develop the analytic skills of students. Letter grading.
Dr. Dan Rosen
8 lectures
tba. Letter grading.
Dr. Hans Tuenter
8 lectures
tba. Letter grading.
Dr. Mark Blair
8 lectures
This course teaches how institutional investors manage assets to meet their long-term objectives while subject to short-term constraints. Examples of institutional investors are endowments, pension plans, and sovereign wealth funds. A focus is on how an investor can add value above a benchmark portfolio. By the end of the course, students should be able to fairly evaluate investment performance, construct a prudent portfolio tailored to a specific investor, and make investment decisions based on sound analysis. Letter grading.
Prof. Luis Seco
This course extends over the entire length of the program.
Presentations and reports from internship placement. Letter grading.
Dr. Dmitri Rubisov
8 lectures
Bonds, yields, forward rates; the discount curve; Estimating volatility; VaR. Zero bond example; sensitivities: delta, duration, gamma; delta normal VaR; Monte-Carlo methodologies for VaR; market risk; credit exposure; credit risk; credit spreads, default frequencies. Letter grading.
Dr. Dan Rosen
8 lectures
The course exposes students to real examples of risk management in the financial industry through case studies to better understand the risk management concepts covered in course MMF 2000H. Through the exposure to complex real-world cases, that involve real financial and market data, students learn to synthesize risk management strategies that are the focus of much of the activity at financial institutions. Letter grading.