Louis Piccotti

This course provides a mathematically rigorous introduction to fixed income markets. Specific attention is given to 1-factor and 2-factor models, their theoretic foundations and how to calibrate them to market data.Prerequisite(s): Consent of the instructor.

Operational and strategic financial problems including allocation of funds, asset management, financial information systems, financial structure, policy determination and analysis of the financial environment.Prerequisite(s): ACCT 2003 (or ACCT 2103 and ACCT 2203)

Application of financial solution techniques through directed case work in appropriate business and public sector settings. Simulation, small group instruction and field-based experiences.Prerequisite(s): FIN 5223 and consent of the head of the department.

Operational and strategic financial problems including allocation of funds, asset management, financial information systems, financial structure, policy determination and analysis of the financial environment.Prerequisite(s): ACCT 2003 (or ACCT 2103 and ACCT 2203)

This course provides a mathematically rigorous introduction to fixed income markets. Specific attention is given to 1-factor and 2-factor models, their theoretic foundations and how to calibrate them to market data.Prerequisite(s): Consent of the instructor.

Operational and strategic financial problems including allocation of funds, asset management, financial information systems, financial structure, policy determination and analysis of the financial environment.Prerequisite(s): ACCT 2003 (or ACCT 2103 and ACCT 2203) and ECON 2003 (or ECON 2103).

Application of financial solution techniques through directed case work in appropriate business and public sector settings. Simulation, small group instruction and field-based experiences.Prerequisite(s): FIN 5223 and consent of the head of the department.

Operational and strategic financial problems including allocation of funds, asset management, financial information systems, financial structure, policy determination and analysis of the financial environment.Prerequisite(s): ACCT 2003 (or ACCT 2103 and ACCT 2203) and ECON 2003 (or ECON 2103).

This course provides a mathematically rigorous introduction to fixed income markets. Specific attention is given to 1-factor and 2-factor models, their theoretic foundations and how to calibrate them to market data.Prerequisite(s): Consent of the instructor.

Application of financial solution techniques through directed case work in appropriate business and public sector settings. Simulation, small group instruction and field-based experiences.Prerequisite(s): FIN 5223 and consent of the head of the department.

Operational and strategic financial problems including allocation of funds, asset management, financial information systems, financial structure, policy determination and analysis of the financial environment.Prerequisite(s): ACCT 2003 (or ACCT 2103 and ACCT 2203) and ECON 2003 (or ECON 2103).

Foundation in financial futures and options markets. A balance of institutional detail necessary to understand the structure of these markets and the theoretical developments necessary to apply the contracts to various uses. The use of financial futures and options to manage price risk.Prerequisite(s): FIN 4223.

This course provides a mathematically rigorous introduction to fixed income markets. Specific attention is given to 1-factor and 2-factor models, their theoretic foundations and how to calibrate them to market data.Prerequisite(s): Consent of the instructor.

Application of financial solution techniques through directed case work in appropriate business and public sector settings. Simulation, small group instruction and field-based experiences.Prerequisite(s): FIN 5223 and consent of the head of the department.

Differing amounts of financial price risk for individuals and corporations in volatile financial environment. The development of arbitrage-based models for the pricing of derivative securities, and the use of a full range of derivative securities to manage exposure to financial price risk.Prerequisite(s): FIN 5013 or consent of instructor.

Foundation in financial futures and options markets. A balance of institutional detail necessary to understand the structure of these markets and the theoretical developments necessary to apply the contracts to various uses. The use of financial futures and options to manage price risk.Prerequisite(s): FIN 4223.

Interdisciplinary in nature; focused on research methodology.Offered for variable credit, 3-6 credit hours, maximum of 12 credit hours.Prerequisite(s): Consent of instructor.

This course provides a mathematically rigorous introduction to fixed income markets. Specific attention is given to 1-factor and 2-factor models, their theoretic foundations and how to calibrate them to market data.Prerequisite(s): Consent of the instructor.

Advanced topics in finance. Topics are updated each semester.Offered for variable credit, 1-6 credit hours, maximum of 6 credit hours.Prerequisite(s): FIN 3113 or consent of instructor.

Application of financial solution techniques through directed case work in appropriate business and public sector settings. Simulation, small group instruction and field-based experiences.Prerequisite(s): FIN 5223 and consent of the head of the department.

Interdisciplinary in nature; focused on research methodology.Offered for variable credit, 3-6 credit hours, maximum of 12 credit hours.Prerequisite(s): Consent of instructor.

Advanced topics in finance. Topics are updated each semester.Offered for variable credit, 1-6 credit hours, maximum of 6 credit hours.Prerequisite(s): FIN 3113 or consent of instructor.

Differing amounts of financial price risk for individuals and corporations in volatile financial environment. The development of arbitrage-based models for the pricing of derivative securities, and the use of a full range of derivative securities to manage exposure to financial price risk.Prerequisite(s): FIN 5013 or consent of instructor.

Foundation in financial futures and options markets. A balance of institutional detail necessary to understand the structure of these markets and the theoretical developments necessary to apply the contracts to various uses. The use of financial futures and options to manage price risk.Prerequisite(s): FIN 4223.

This course provides a mathematically rigorous introduction to fixed income markets. Specific attention is given to 1-factor and 2-factor models, their theoretic foundations and how to calibrate them to market data.Prerequisite(s): Consent of the instructor.