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Course Description
Managerial Economics
3
The purpose of Managerial Economics is to contribute to your understanding of how markets work and explore the challenge and opportunities that markets pose for managers and firms. The course applies basic economic principles to address issues that arise in a firm¡¦s relationship with consumers, suppliers, competitors, employees, other organizations, and the regulatory environments. Managerial Economics also provides some fundamental building block for other courses in the core curriculum, including Marketing, Management, Strategic Formulation for Competitive Advantage, Corporate Finance, and the firm in the National and International Econom
Gaming Regulations and Industry Analysis
3
1.Introduction: gaming and gambling, gaming in Taiwan 2.Gaming and public policy: legalization and regulation 3.The trend in world gaming industry 4. The trend and development of commercial gaming in USA 5. The trend and development of commercial gaming in other Major countries 6. Gaming industry and economic development 7. Social cost in commercial gaming 8. Problem gambling and Pathological gambling 9. Rules and regulations in commercial gaming 10 Rules and regulations in commercial gaming in Nevada 11. Rules and regulations in gaming devices and slot machines-regulation 14 12. Rules and regulations in commercial gaming in Europe 13. Rules and regulations in commercial gaming in Asia-Pacific region
International Perspectives on Managerial Decision-Making
3
1. All the happenings on politics and economics from both domestic and international arena are included. Their impacts on Taiwan and business are all very much concerned. For example, G20 Summit in London last week has dramatic impact on the world economy, Taiwan¡¦s economy and the financial sectors in particular. 2. The contents for this class mainly include major news sources such as CNN, New York Times, Business Week and Economist, etc. Other sources also include news from websites both domestic and international news. 3. To invite well-known international scholars and experts to give a talk on the recent happenings to enhance the in-depth of this class. 4. The major subjects to be discussed in this class include major news report both domestic and international news, major speech from the influential politician and economic decision-makers, public hearings and seminars, etc. Therefore EMBA students need to hold basic English language capability.
Corporate Financial Analysis
3
1.Macro and industrial environment 2.Corporate financial decision 3.Corporate investment decision 4.Corporate value management
Econometrics
3
The objective of this course is to give students an understanding of why econometrics is necessary, and to provide them with a working knowledge of basic econometric tools so that (i) They can apply these tools to modeling, estimation, inference, and forecasting in the context of real world economic problems. (ii) They can evaluate critically the results and conclusions from others who use basic econometric tools. (iii) They have a foundation and understanding for further study of econometrics. (iv) They have an appreciation of the range of more advanced techniques that exist and that may be covered in later econometric courses.
Time Series Analysis
3
This course focuses on the theoretical backgrounds of the important time series models as well as the application of Eviews programs to these models. After successfully finishing this course, you are expected to know well how to apply the time-series techniques to writing your master thesis. The class schedule shown in this packet contains a detailed list of the topic to be covered in this course.
Mathematics for Financial Engineering
3
1.Modeling and Analysis of Multivariable Dynamic Systems 2.Stochastic Control and Optimization 3.Martingale Methods in Finance 4.Dynamic Programming 5.Nonlinear Programming 6.Numerical Methods for Partial Differential Equations 7.Monte Carlo Computer Simulation Methods 8.Case Studies in Financial Engineering
Stochastic Processes and Introduction to Financial Mathematics
3
Part 1: Stochastic Processes (relevant to financial engineering) [Based on: Ross, Introduction to Probability Models] 1. Poisson processes 2. Markov chains 3. Brownian motions 4. Simulation Part 2: Introduction to Financial Mathematics (discrete time models) [Based on: Shreve, Stochastic Calculus for Finance, Volume 1] 1. Binomial pricing model 2. Probability space and martingales 3. Change of measure 4. American derivatives
Financial Management
3
Financial Management, or Corporate Finance, is a fundamental course to bring students into the world of Finance. It focuses on how companies invest and how they raise the money to pay for these investments. This course will cover the topics of the analysis of financial ratios, cash flow management, capital budgeting, financing dedicions and liability management, captial structrue and divident policy, real option and financial planning, and mergers and acquisions. Harvard cases will be covered to enhance the applicable essence of theroies learned from Finance textbooks in class to the real world. The course is designed to categorize the subjects outlined above into five Modules based on Harvard cases in order to capture the core factors of Fiancial Management.
Behavioral Finance
3
Classic finance theory rests on an important assumption that agents behave rationally. However, extant empirical literature demonstrates that it fails to explain some stylized facts observed in financial markets. A growing number of researchers have argued that a critical reason for this is primarily due to the inappropriateness of the rationality assumption. From the perspective of behavioral finance, in this course we attempt to figure out how various cognitive biases affect agents¡¦ behavior in making their decisions in the real financial markets.
Futures and Options
3
¤º1. Objectives: The goal of this course is to provide an introductory concept for students of how different frameworks and analytical tool can be used to manage the varied challenges faced by managers in different derivatives markets.
Stochastic Calculus and Financial Applications
3
1.Probaility Theory and Measure-3weeks 2.Stochastic Proecesses (Markov Process and Browinan Motion)-3 weeks 3.Martingale-2 weeks 4.Stochastic Differential Equations- 3 weeks 5.Black-Scholes Equation and Solution - 2 weeks 6.Monte Carlo Simulation of Stochastic Differential Equations- 3 weeks
Advanced Financial Models
3
Part 1: Interest rate models 1.Bonds and interest rates 2.Short rate models 3.Forward rate models 4.Change of numeraire Part 2: Credit risk models 1.Structure models 2.Reduced form models 3.Rating transition models 4.Default correlation models Part 3: Other advanced topics Such as model implementation or applications to the pricing of interest rate and credit derivatives
Financial Engineering
3
This course of Financial Engineering is the combination of three fields: finance, computer science, and mathematics. It is the major goal of this course that students will practice to solve many finance-related problems via computer programming. The students who want to take this course are required to have prior knowledge in financial theory (especially about the derivatives) and the basic ability of computer programming (or can be learned yourself via assigned homework). Nevertheless, some background knowledge will still be reviewed in the class, such as the option pricing theory, the term structure of interest rates, the stochastic process, some basic numerical methods, the concept of data structure in computer programming, etc. The pricing algorithms or methods for various exotic options will be emphasized in this course, for example, Asian options, Barrier options, Lookback options, Convertible Bonds, Rainbow options, etc. It is my hope that you will learn many financial theories
Accounting Information and Capital Market
3
The topics covered include efficient market hypothesis, relation between accounting numbers and stock plrices, information content of non-financial measures, theory of disclosure regulation, agency theory, and several analytical tools(or methodologies)which may be applicable to the financial accounting research.
Seminar in Business Value Management and the Balanced Scorecard
3
1. Business Value Management Processes 2. The Balanced Scorecard : Innovations In Performance Measurement 3. Building Strategies And Strategy Maps 4. Converting Intangible Assets Into Business Value
Technology Innovation and Value Creation Management
3
1.Technology Innovation 2.Management Innovation 3.An Integrated Model of Technology and Management Innovation 4.Value Creation and Evaluation
Financial Theory
3
The course will give PhD students an overview of the core of finance. It will cover some important financial theories about asset allocation and asset pricing, including CAPM, APT, MM theorem, Black-Scholes-Merton option pricing formula, etc. Moreover, the modern consumption-based asset pricing model will be mentioned in the course, and if the time is enough, some concepts about Behavioral Finance will be touched, too.
Case Studies in Corporate Financial Strategy
3
In this course, 15 selected cases related to corporate financial strategies will be thoroughly discussed and Harvard Business School's "Case Method and Participant-Centered Learning" skills will be applied. Case contents may include: 1. Financial Ratio Analysis 2. Working Capital Management 3. Capital Budgeting Strategies 4. Value Enhancement Strategies 5. Managing Cost of Capital 6. Capital Structure Decisions 7. Dividend Policy 8. Financing Strategies 9. Mergers and Acquisitions 10. Financial Derivatives and Risk Management 11. Financial Engineering 12. Liability Management and Leverage Strategies
Marketing Financial Services
3
Introduction Financial Services and Marketing The Environment for Marketing Financial Services The Financial Services Customer Segmenting the Market Building and Maintaining the Brand Marketing Information Systems for Financial Services The Financial Services Offering Pricing of Financial Services Distributing Financial Services Communicating with the Marketplace Building Relationships Planning for Marketing Looking Ahead
Financial Risk Management
3
 The purpose of this class is to introduce modern theory, regulations and practise of modern financial management. After financial tsunami, risk management is almost the most important development in management field; however, financial risk is the basic and the ultimat performance for risk management.
Asset Securitization
3
The class is aimed to explore the topics of mortgages, financial assets, securitization, participants of asset securitization, process of asset securitization, mechanism of real estate investment trusts (REITs), REATs, ABSs, MBSs, CMBSs, FASITs, CMOs, REMICs, IOs, POs, and CDOs, and introduction to pricing ABSs.

 


NTUST Graduate Institute of Finance

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