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GSM FI 600: Quantitative Foundations
Quantitative Foundations introduces students to the basics of quantitative methods, providing many basic tools used in the MSIM program and the CFA program. Statistical analysis is covered in depth. -
GSM FI 700: Residence Week II: Integrated Investment Management
Residence Week II provides students an opportunity to apply the knowledge they have gained throughout the program. Students present final recommendations for the Portfolio Management cases to guest practitioners. The SMG Equity fund performance is analyzed and reviewed by students. Several specialized topics in investing, including ethics and alternatives, are also reviewed. Outside speakers and a field trip to Boston?s financial district are also a key part of the week. -
GSM FI 714: Managerial Decision Making
The aim is to present many of the decision problems managers face and to provide the relevant economic analysis. Microeconomics establishes the setting in which managers must make production, pricing, investment, and other strategic decisions. Macroeconomics provides practical tools to understand the national and international environment. -
GSM FI 720: Financial Statement Analysis
This course is designed to develop skills in interpreting and analyzing external financial reports. Both traditional and recently advocated methods of financial statement analysis will be studied, taking the perspective of investors and creditors. Among the topics to be investigated are: (1) the mechanics of financial statement analysis; (2) managers' incentives in making accounting choices; (3) the usefulness of accounting numbers in an efficient market; and (4) international comparisons of financial statements. -
GSM FI 728: Principles of Finance
Decisions today affect the timing of and uncertainty about future flows of income. Both timing and risk determine the current value of those future flows. This course develops the tools required to analyze these decisions and their interaction within the financial system. Major topics include: (1) saving and investment decisions by households; (2) investment and financing decisions by corporations; and (3) the role of securities markets and financial intermediaries in the economy. Advanced present value analysis is a key topic. -
GSM FI 742: Fixed Income Analysis
This course covers valuation and portfolio management techniques for fixed income securities. Major topics include: the term structure of interest rates; the measurement and management of price volatility using duration and immunization; credit risk embedded options and option-adjusted spreads; mortgages and prepayment risk; and international bond portfolios. -
GSM FI 748: Derivatives
Futures and stock options are recognized as important tools of investment and risk reduction. This course covers the theory of futures and option pricing, and develops a framework for analyzing hedging and investment decisions using futures and options. Attention is paid to practical considerations in the use of these investments, especially regarding the institutional features of the market in which the various instruments are traded. -
GSM FI 752: Risk Management
This course focuses on the application of investment theory to the management of portfolio risk. Major topics include equity risk models, alternative measures of risk (VAR), credit risk and operational risk. Time series modeling and advanced analysis of financial information is also included. -
GSM FI 756: Portfolio ManagemenT
This is a case course focusing on the use of stocks, bonds and derivatives for the creation and management of investment products. The cases are designed and reviewed by practitioners. They include developing a 401(k) plan, an investment strategy for a high net worth individual and investment policy for a defined benefit plan. Student responsibilities also include supporting management of the SMG Equity Fund. This course explores various asset classes, active management disciplines, tax strategies, portfolio management software (including BARRA) and sample quantitative investment tools. This class includes several outside speakers.
