Courses

The listing of a course description here does not guarantee a course’s being offered in a particular semester. Please refer to the published schedule of classes on the Student Link for confirmation a class is actually being taught and for specific course meeting dates and times.

• QST MF 825: Advanced Topics in Investments
  This course is designed for students seeking to work as quants in a quantitative finance investments group. It covers utility theory, portfolio optimization, asset pricing, and some aspects of factor models, incorporating the impact of parameter uncertainty. The course does not cover risk management or fixed income instruments, nor does it describe how the financial services industry works. Rather, it teaches how a quant should optimize a portfolio. The course makes extensive use of R (Excel or VBA are not substitutes), optimization theory, statistics, regression theory (OLS, GLS, testing theory), and matrix algebra. Students should be very comfortable with these concepts before taking the course; further, students should already have taken a finance course covering expected returns models (CAPM), options and futures. The course emphasizes the ability to prove theoretical results and their validity, an essential trait for investments quants. Students who completed QST FE825 may not take this course for credit. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
• QST MF 840: Data Analysis and Financial Econometrics
  This is the second course of the econometrics sequence in the Mathematical Finance program. The course quickly reviews OLS, GLS, the Maximum Likelihood principle (MLE). Then, the core of the course concentrates on Bayesian Inference, now an unavoidable mainstay of Financial Econometrics. After learning the principles of Bayesian Inference, we study their implementation for key models in finance, especially related to portfolio design and volatility forecasting. We also briefly discuss the Lasso and Ridge methods, and contrast them with the Bayesian approach Over the last twenty years, radical developments in simulation methods, such as Markov Chain Monte Carlo (MCMC) have extended the capabilities of Bayesian methods. Therefore, after studying direct Monte Carlo simulation methods, the course covers non-trivial methods of simulation such as Markov Chain Monte Carlo (MCMC), applying them to implement models such as stochastic volatility. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
• QST MF 850: Advanced Computational Methods
  This course explores algorithmic and numerical schemes used in practice for the pricing and hedging of financial derivative products. The focus of this course lies on data analysis. It covers such topics as: stochastic models with jumps, advanced simulation methods, optimization routines, and tree-based approaches. It also introduces machine learning concepts and methodologies, including cross validation, dimensionality reduction, random forests, neural networks, clustering, and support vector machines. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
• QST MF 921: Topics in Dynamic Asset Pricing
  This course provides a comprehensive and in-depth treatment of modern asset pricing theories. Extensive use is made of continuous time stochastic processes, stochastic calculus and optimal control. Particular emphasis will be placed on (i) stochastic calculus with jumps; (ii) asset pricing models with jumps; (iii) the Hamilton-Jacobi-Bellman equation and stochastic control; (iv) numerical methods for stochastic control problems in finance. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
• QST MF 922: Advanced Mathematical Finance
  This course provides a rigorous introduction to the modern theory of mathematical finance in incomplete markets. The first part of the course covers the fundamental theorem of asset pricing, as well as super-hedging of contingent claims, in full generality for discrete time models. The second half of the class focuses on optimal investment, pricing and hedging in continuous time incomplete markets. Here, lectures will cover optimal investment and duality for general semi-martingale models; and portfolio optimization and pricing in Markovian factor models, non-Markovian Brownian models, models with trading constraints, and models with transactions costs. Throughout this half, lectures will highlight connections to the dynamic programming principle, the Martingale optimality principle, semi-linear Cauchy partial differential equations, backward stochastic differential equations, and the theory of viscosity solutions.
• QST MF 990: Current Topics Seminar
  For PhD students in the Mathematical Finance program. Registered by permission only.
• QST MF 998: Directed Study: Mathematical Finance
  PhD-level directed study in Mathematical Finance. 1, 2, or 3 cr. Application available on the Graduate Center website.
• QST MF 999: Directed Study: Mathematical Finance
  PhD-level directed study in Mathematical Finance. 1, 2, or 3 cr. Application available on the Graduate Center website.
• QST MG 730: Ethical Leadership in the Global Economy
  The purpose of this course is to explore ethical issues throughout our global economy in a pragmatic, responsible, and decisive manner in order to prepare you to resolve these issues when faced with them in your personal and professional lives. This course will bridge the gap between an individual's personal moral values and the challenges presented by corporate activity in a marketplace -- be it local or global. Our work in this course will raise your awareness of the interrelated legal, moral, and ethical challenges inherent in business. We will critically examine the ethical implications of business decisions and equip you with frameworks and strategies for managing your own and others' behavior. We will formulate a process to evaluate complex leadership decisions and enhance your own ability to effectively navigate multi-faceted decision-making scenarios.
• QST MG 737: Capstone Project
  Questrom's action learning capstone course develops students' ability to apply integrated management perspectives and practices to live business challenges and opportunities. A foundational part of Questrom's Full Time MBA Curriculum, this capstone course provides first year students with the opportunity to work with Host Partners on marketing, operations and/or strategy projects. Student teams have the opportunity to conduct short meetings with host organizations every-other week. Under the guidance and direction of Action Learning Instructors, each team defines a project goal and the research questions to be investigated, conducts research and depth interviews, and develops a set of deliverables or recommendations. This course will include projects serving a wide range of organizations, from long-established companies to emergent startups and founders, from government agencies to university initiatives and non-profits. While the different projects will vary, the goal across all projects is the same: for students to deliver concrete and actionable recommendations for organization partners, while effectively setting and managing their client's expectations, working collaboratively as a team, and acting as principled and ethical leaders.
• QST MK 200: Principles of Marketing
  Open only to non-Questrom students. Marketing elective for Business minors. How is it that some products succeed and some fail? In many instances, the difference is in their marketing. The course examines key areas of marketing including product development, advertising, promotions, pricing, and channels. It uses a combination of in-class exercises, real world examples, cases, lecture, and discussion
• QST MK 323: Marketing Management
  Component of QST SM323, The Cross Functional Core. Introduces students to the field of marketing management: analysis, planning and implementation of marketing strategies as the means for achieving an organization's objectives. Students analyze cases and participate in workshops that focus on key marketing management tasks: marketing research, consumer behavior, segmentation and targeting, sales forecasting, brand management, distribution channels, pricing, promotion and advertising strategies, and marketing ethics. A semester-long business plan project where students collect primary and secondary research explores the interactions and the cross functional integrations between marketing, operations, and finance, while leveraging business analytics. cr. 4
• QST MK 345: Consumer Insights
  Formerly MK445. Provides insight into the motivations, influences, and processes underlying consumption behavior. Considers relevant behavioral science theories/frameworks and their usefulness in formulating and evaluating marketing strategies (i.e., segmentation, positioning, product development, pricing, communications).
• QST MK 435: Introduction to the Music Business and Music Marketing
  Survey of the music industry with a focus on understanding of its structure and the intersection of business and music. Discusses key areas of music marketing, including opportunities for musicians, including publicity, advertising, promotion (online and traditional), digital distribution, touring, licensing/synch, and radio.
• QST MK 442: Digital Marketing Analytics
  This is an introductory course on Digital Marketing emphasizing analytics that seeks to familiarize students with digital marketing tactics. At the heart of marketing lies consumers and their marketing journey through the stages of awareness, intent, conversion and finally retention. In this course, we will learn how digital has revolutionized the interactions between firms and consumers along this journey. Digital offers powerful tactics to reach consumers along the funnel: online display ads raise awareness, search listings reach consumers with intent, on-site e-commerce marketing facilitate conversion, and social medial both energizes and retains customers. The course develops essential data analytics skills--critical thinking, data mining, experimental analysis and design--applied to ad campaign, ad attribution, and social media data.
• QST MK 447: Marketing Research
  Required for Marketing concentrators. Introduces tools and techniques of marketing research as an aid to marketing decision making. Definition of research problems, selection of research methodologies, design of research projects, interpretation of research results, and translation of research results into action.
• QST MK 463: Services Marketing and Management
  Covers topics relating to customer service management and focuses on the role of marketing in managing services. Also covered are human resource, information management, operational, and financial overlaps with marketing throughout the course. Focuses on services, though there will be discussion of how services support products as well. Includes an applied service marketing team project for a real organization (for an organization which has requested a student team to address its customer service issues). The final deliverable for this project is a team consulting project for the organization and a final consulting report presentation to the class and the organization's representative(s).
• QST MK 465: Omni-channel Retailing
  The days of brick and mortar vs. online are gone and retailing has transitioned into omni-channel retailing. In this course, you will learn how retailers are successfully navigating this transformation. The course will explore topics such as how to attract omni-channel customers, the customer purchase journey, buying and merchandising management for such settings, and what retailers need to support an omni-channel strategy. Through a combination of class discussions, cases, articles, books, and projects, the course will prepare students to enter any facet of retailing and to benefit generally from a better understanding of this dynamic industry.
• QST MK 466: Selling and Partnership Development
  This course is an introduction to personal selling and sales force management. It is divided into two parts. The first introduces students to good selling strategy, tactics, techniques, and skills. Topics addressed include leads generation and management; preparing and making sales presentations and sales calls; handling objections, networking; building relationships; closing deals; and ethics. The second part focuses on issues related to managing a salesperson or a group of salespeople: sales force sizing, recruitment, selection, and training; designing compensation and reward schemes; establishing sales objectives/quotas; supervising, mentoring, coaching, and motivating salespeople. The course employs a combination of cases, lectures, role plays, videos, and classroom exercises.
• QST MK 467: Global Marketing Management
  Develops a critical appreciation of both the opportunities and challenges associated with the increasing globalization of markets. Students will learn about the key environmental forces shaping the needs and preferences of the global consumer and the impact of foreign, political, and economic factors on the marketing mix. 4 cr.

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