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FINANCE 626: Advanced Corporate Finance

This is a course on contemporary theoretical and empirical issues in corporate finance. Building upon the first-year courses in corporate finance theory and empirical methods in finance, we will examine issues in asset pricing applications to corporate finance, dynamic capital structure (dynamic financing decisions), financial distress, financing and investment interactions, and behavioral corporate finance. Both conceptual economic frameworks and econometric methods will be developed as needed. A requirement for this course is that students complete two written projects, one theoretical and one empirical, and at least one of these projects will be presented to the class.
Last offered: Winter 2009

FINANCE 628: Finance Pre-Seminar Reading Course

Finance Pre-Seminar Reading
Last offered: Spring 2009

FINANCE 691: PhD Directed Reading (ACCT 691, GSBGEN 691, HRMGT 691, MGTECON 691, MKTG 691, OB 691, OIT 691, POLECON 691, STRAMGT 691)

This course is offered for students requiring specialized training in an area not covered by existing courses. To register, a student must obtain permission from the faculty member who is willing to supervise the reading.
Terms: Aut, Win, Spr, Sum | Units: 1-15 | Repeatable for credit

FINANCE 692: PhD Dissertation Research (ACCT 692, GSBGEN 692, HRMGT 692, MGTECON 692, MKTG 692, OB 692, OIT 692, POLECON 692, STRAMGT 692)

This course is elected as soon as a student is ready to begin research for the dissertation, usually shortly after admission to candidacy. To register, a student must obtain permission from the faculty member who is willing to supervise the research.
Terms: Aut, Win, Spr, Sum | Units: 1-15 | Repeatable for credit

FINANCE 802: TGR Dissertation (ACCT 802, GSBGEN 802, HRMGT 802, MGTECON 802, MKTG 802, OB 802, OIT 802, POLECON 802, STRAMGT 802)

Terms: Aut, Win, Spr, Sum | Units: 0 | Repeatable for credit

FINANCE 323: International Financial Management (MS&E 247G)

With a daily volume of more than $1.8tr the foreign exchange market is by far the largest financial market in the world. It is also one of the most important ones as it is impossible to avoid exchange rate risk in the global economy. nnnWe will examine various aspects of the foreign exchange market. First, we will examine the role of governments and central banks. We will then focus on the markets for spot exchange, currency forwards, options, swaps, international bonds, and international equities. For each of these markets, the valuation of instruments traded in these markets and, through cases, the application of these instruments to managing exposure to exchange rates, financing in international capital markets, and international capital budgeting.

FINANCE 324: Corporate Finance

The main aim of this course is to enable you to apply the fundamental ideas of financial economics to the problems in the area of corporate finance with all the complexities the real world entails. The main focus of this course is on the corporate financial manager and how he/she reaches decisions as to capital investments, dividends and financing of all sorts. We will cover many issues that are important to a modern financial manager including such topics as leveraged buyouts, hostile takeovers, private equity financing and venture capital, and financial distress.nnnThrough cases and discussions of topical issues, the course will give you the opportunity to analyze practical financial situations and problems, on the assumption that you are already familiar with basic concepts from the core course F220 (valuation, CAPM, capital structure, option pricing). The course is thus applied, but within a rigorous theoretical framework.

FINANCE 325: Topics in Corporate Finance

This course both extends and deepens the materials covered in FINANCE 224/230. Major topic areas include: capital structure, distribution policy, mergers and acquisitions, corporate restructuring, pricing of selected financial instruments, and financial contracting and security design under adverse selection and moral hazard. The course will be conducted on a "quasi seminar" basis, so enrollment is limited. Cases deal with applications, and approximately 50% of the sessions involve case discussions for at least part of the session. Full lecture, mini lectures on a variety of topics, and guest speakers fill out the menu. Prerequisite: The coures is open to all second year MBA students and Sloan students who have taken FINANCE 229. All others should have experience and/or course work that covers, capital budgeting, cost of capital, capital structure, short-, intermediate- and long-term financing, including convertible securities, and financial analysis and forecasting (pro-forma and other forecasting devices). This course assumes such background and should be considered advanced. First year MBA students and non-GSB students need the instructor's permission.

FINANCE 595: Credit Risk

The credit crisis which began in mid-2007 brought to an end a period of around ten years of dramatic innovation and volume growth in many credit markets and in credit derivatives in particular. This period of growth also saw financial institutions of all types greatly increase their attention to credit sensitive instruments. It is too early to say when the crisis will end or how credit markets will be affected in the long run but it seems safe to say that many of the developments of the past ten or so years will still be with us.nnnThe objective of the course is to provide an introduction as well as an in-depth understanding of issues in credit risk, its modeling and analysis as well as credit related instruments such as default-prone debt and credit derivatives. The objective is to provide a balance between developing, on one hand, a sound conceptual framework and, on the other, market understanding and insight. Both are essential to the informed practitioner.nnnThe topics covered in the course will include:nn- Introduction to credit risk. Historical default experience nn- Valuing corporate bonds and other defaultable assets. Structural models of credit risk nn- Applications of structural models of credit risk to default prediction and hedging; the KMV model nn- Historical recovery experience nn- Credit default swaps. Valuing CDS using default-intensity models nn- Correlation modeling and applications nn- Basket default products: index tranches and CDOs nn- Institutional features and liquidity issues relevant to credit derivatives nn- Reflections on the subprime crisis.

FOODRES 103: World Food Economy

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