Course listings | Case Western Reserve University

Term: Spring 2020

MSFI 403: Corporate Financial Technology (100/5575)

W 06:00-08:30 PM Jan 13-Apr 27

Harmon, G

This course is focused on the many aspects of the development in Financial Technology from recent notable successes to the current edge and thoughts about the future. Topics covered will include "FinTech" Applications, Incubators and Angels, Block Chains, Crypto-currencies, Crowdfunding, and Payment Schemes. Topics can change from semester to semester, in tune with changing technology. Offered as MSFI 403 and BAFI 403.

MSFI 403: Corporate Financial Technology (101/10826)

M 06:00-08:30 PM Jan 13-Apr 27

Harmon, G

MSFI 428: Financial Strategy and Value Creation (100/5412)

T 03:00-05:45 PM Jan 13-Apr 27

Fine, S

The intersection between the theory of perfect markets and the reality of market imperfections provides the basis for the exploration of value creation in this course. Opportunities in both product and financial markets are explored using case studies to develop a framework for strategic financial decisions.

MSFI 429: Investment Management (100/5413)

M 03:00-05:45 PM Jan 13-Apr 27

Noh, J

This course explores the characteristics of financial investments and markets and develops modern techniques of investment analysis and management. The goal is to help students develop a level of analytical skill and institutional knowledge sufficient to make sensible investment decisions. Topics include: an overview of stock, debt and derivative asset markets, practical applications of modern portfolio theory, equilibrium and arbitrage-based approaches to capital market pricing, the debate over market efficiency, the term structure of interest rates, bond portfolio management, and uses of derivative assets in investment portfolios.

MSFI 429: Investment Management (101/5471)

M 09:00-11:45 AM Jan 13-Apr 27

Noh, J

MSFI 429: Investment Management (102/5589)

T 08:30-11:15 AM Jan 13-Apr 27

Noh, J

MSFI 431: Fixed Income Markets and Their Derivatives (100/5414)

M 09:00-11:45 AM Jan 13-Apr 27

Bae, J

This class is concerned with fixed income securities, interest rate risk management, and credit risk. Fixed income securities account for about two thirds of the market value of all outstanding securities, and hence this topic is important. The course covers the basic products of fixed income markets including treasury and LIBOR products, such as interest rate swaps. Risk management and hedging strategies are covered as well as selected topics in credit risk models and mortgage-backed securities.

MSFI 431: Fixed Income Markets and Their Derivatives (101/5563)

M 12:00-02:45 PM Jan 13-Apr 27

Bae, J

MSFI 432: Corporate Risk Management (100/5590)

R 08:30-11:15 AM Jan 13-Apr 27

Ramachandran, L

This is a risk management course aimed at developing an understanding of the risks faced by financial and nonfinancial firms, learning techniques to identify and measure these risks, and understanding how financial engineering (especially derivatives) can be used to manage these risks and advance the strategic goals of the firm. Main topics include Value-at-Risk (VaR) techniques and implementation of VaR systems (RiskMetrics, Delta-normal, Historical Simulation, Structured Monte-Carlo); financial risk measurement and management using forwards, futures, options, swaps, and exotics; and credit risk management, including implementing various credit risk and credit VaR models, estimating capital at risk, and using credit derivatives for managing credit risk. Several classes are devoted to discussing recent risk management debacles and relating them to theory.

MSFI 433: Quantitative Risk Modeling (100/5473)

T 03:00-05:45 PM Jan 13-Apr 27

Ramachandran, L

This course is designed to help students learn quantitative models for estimating risk in various financial settings for different types of financial institutions (banks, hedge funds, and others). It is a very hands-on course where students will become familiar with several state-of-the-art quantitative risk models as well as their detailed implementation procedure in the real world. The course uses several in-class Excel exercises to illustrate the models as well as their practical implementation using real financial data. Offered as BAFI 433 and MSFI 433.

MSFI 433: Quantitative Risk Modeling (101/5591)

T 11:30-02:15 PM Jan 13-Apr 27

Ramachandran, L

MSFI 436B: Individual, Team and Career Development (100/5415)

F 09:00-11:15 AM Jan 17-Jan 17, F 09:00-11:15 AM Jan 31-Jan 31, F 09:00-11:15 AM Mar 20-Mar 20, F 09:00-11:15 AM Apr 03-Apr 03

Olavarria Baeza, J; Schilling, D

This course is designed to focus on three areas of development critical to students' personal and professional success: 1) Individual; 2) Team; and 3) Career. The individual and team aspects include developing self and other awareness through exploration of learning styles, process skills, and building communication and presentation competencies. Career development includes a focus on strategies for success such as networking, resume building, and learning from executives through intensive and interactive seminars. The course involves use of assessments, group discussions, presentations and experiential activities.

MSFI 436B: Individual, Team and Career Development (101/5472)

F 09:00-11:15 AM Jan 24-Jan 24, F 09:00-11:15 AM Feb 07-Feb 07, F 09:00-11:15 AM Mar 27-Mar 27, F 09:00-11:15 AM Apr 10-Apr 10

Olavarria Baeza, J; Schilling, D

MSFI 436B: Individual, Team and Career Development (102/5621)

F 12:00-02:15 PM Jan 24-Jan 24, F 12:00-02:15 PM Feb 07-Feb 07, F 12:00-02:15 PM Mar 27-Mar 27, F 12:00-02:15 PM Apr 10-Apr 10

Olavarria Baeza, J; Schilling, D

MSFI 436C: Individual, Team, and Career Development (100/10213)

Balasubramanyan, L; Harmon, G

This course is designed to focus on three areas of development critical to a student's personal and professional success: individual, team, and career development. This will be accomplished through a project with a company so that students get a real-life experience related to their field of study. This experience provides students with the opportunity to explore their career interests while applying knowledge learned in the classroom in a real-life setting. The experience also helps students build their professional networks and be part of a team assigned to work on the corporate project.

MSFI 470: Financial Models Using Big Data (100/5532)

R 11:30-02:15 PM Jan 13-Apr 27

Bae, J

This course is focused on developing models in investments using financial big data. A strong theoretical base will be developed and then relevant empirical analyses using real data will be used for testing models, via individual assignments and group projects. In the projects, groups of students will be immersed in collecting, analyzing, and interpreting financial big data sets.

MSFI 470: Financial Models Using Big Data (101/10827)

R 03:00-05:45 PM Jan 13-Apr 27

Bae, J

MSFI 480: Global Banking & Capital Markets (100/5483)

W 03:00-05:45 PM Jan 13-Apr 27

Balasubramanyan, L

This course will expose students to Banking and Capital Market Structure, Practices, and Regulations in North America, Europe, as well as Asia. Students will learn about structure of the financial services industry in different parts of the world, the history and evolution of the regulatory frameworks in this industry, and its consequent impact on financial and economic development as well as risk. Several case studies are used to expose students to different issues and questions that arise in the day-to-day jobs of financial managers in this industry. Offered as BAFI 480 and MSFI 480.