MSF | Course Descriptions



FINA 6271 | Financial Modeling & Econometrics

FINA 6271 | Financial Modeling & Econometrics


Credits: 4.0

Applied statistical and econometric analysis and modeling in finance. Methodologies include descriptive and inferential statistics, multivariate regression, time series analysis, and simulation modeling. Empirical studies are reviewed, and a series of research projects are undertaken. (Fall)

Prerequisite: MSF Degree Candidacy



FINA 6272 Global Financial Markets

FINA 6272 | Global Financial Markets


Credits: 4.0

Theories explaining domestic and international interest rate and exchange rate structures. Roles of financial institutions and markets are investigated and forecasting methodologies are applied. (Spring)

Prerequisite: MSF Degree Candidacy



FINA 6273 | Cases in Financial Management & Investment Banking

FINA 6273 | Cases in Financial Mgmt & Investment Banking


Credits: 4.0

Computer modeling for analysis and forecasting of a firm’s financial statements to reflect possible future performance. Application and integration of financial accounting and financial analysis, using a different case study each week. Financial issues faced by companies and their commercial and investment bankers as tactical and strategic decisions are made about organic growth, growth through merger and acquisition, and corporate reorganization. (Fall)

Prerequisite: MSF Degree Candidacy



FINA 6274 | Corporate Financial Management & Modeling

FINA 6274 | Corporate Financial Mgmt. & Modeling


Credits: 4.0

Causal connections between decisions made by business firms, their expected performance, and the resulting current valuation of the firm’s common stock. Factors affecting the level and structure of interest rates, which are incorporated by many financial models, theories, and decisions.  (Fall)

Prerequisite: MSF Degree Candidacy



FINA 6275 | Investment Analysis & Global Portfolio Management

FINA 6275 | Investment Analysis & Global Portfolio Mgmt


Credits: 4.0

Financial markets and instruments viewed from the investor’s perspective. Analysis of the value of equity and fixed-income securities and the construction of efficient portfolios in a global financial market. Issues of market efficiency, tax structures, and investment funds; computer-based models. (Spring)

Prerequisite: MSF Degree Candidacy



FINA 6276 | Financial Engineering & Derivatives Securities

FINA 6276 | Financial Engineering & Derivatives Securities


Credits: 4.0

Mathematical and theoretical foundations to value-derivative securities, including options, futures, and swaps; hedging and trading applications of these contracts. Arbitrage trading across cash and derivative markets and its role in maintaining equilibrium prices. (Summer)

Prerequisite: MSF Degree Candidacy



FINA 6277 | Comparative Financial Market Regulation & Development

FINA 6277 | Comparative Financial Market Regulation
& Development


Credits: 4.0

Theory and current status of comparative regulation of domestic and international financial institutions and markets. Effects on country economic development and international trade. (Fall)

Prerequisite: MSF Degree Candidacy



FINA 6278 | Financial Theory & Research

FINA 6278 | Financial Theory & Research


Credits: 4.0

Theoretical constructs of business investment and financing decisions and of financial asset pricing structures in domestic and international environments. Analytical and numerical models are developed, and empirical studies are evaluated. (Spring)

Prerequisite: MSF Degree Candidacy



FINA 6279 | Real Estate Finance, Fixed-Income Security Valuation

FINA 6279 | Real Estate Finance & Fixed-Income
Security Valuation


Credits: 4.0

Application of financial theory to real estate investment: the housing market, mortgage valuation and securitization, commercial properties, CMBS, and REITs. Fixed-income security valuation with focus on theory and data applications on interest rate movements, fixed-income security and derivative pricing, and credit risk. (Spring)

Prerequisite: MSF Degree Candidacy



FINA 6280 | Financial Institution Management & Modeling

FINA 6280 | Financial Institution Mgmt. & Modeling


Credits: 4.0

Analysis of the financial performance and condition of a bank, toward understanding of the financial environment in which banks operate and regulation of the banking system. Application of asset/liability management principles and statistical and mathematical models employed in bank risk management. (Summer)

Prerequisite: MSF Degree Candidacy



FINA 6281 | Cases in Financial Modeling & Engineering

FINA 6281 | Cases in Financial Modeling & Engineering


Credits: 4.0

Through the use of real-world examples from various aspects of finance, students are exposed to the modeling of complex financial instruments and techniques used in market and credit risk management. Underlying mathematics and theoretical constructs are explored and solidified through modeling exercises which make use of analytical solutions and numerical methods. As a practical course, students are asked to implement models. Examples may be motivated by corporate finance, corporate and investment banking, asset management, or other activities. (Summer)

Prerequisite: MSF Degree Candidacy



FINA 6282 | Advanced Financial Econometrics & Modeling

FINA 6282 | Advanced Financial Econometrics & Modeling


Credits: 4.0

In this course students build upon their knowledge of financial modeling and econometrics to cover and implement advanced quantitative techniques applied to various aspects of financial markets. Students work with advanced statistical and econometric models to examine financial markets, the behavior of agents, and market and credit risk management. This is a hands-on, applications-driven course where students may use various software packages to implement and program models.

Prerequisite: MSF Degree Candidacy