printer friendly pageMS&E 245G: Finance for Non-MBAs (ECON 135)
For graduate students and advanced undergraduates. The foundations of finance; applications in corporate finance and investment management. Financial decisions made by corporate managers and investors with focus on process valuation. Topics include criteria for investment decisions, valuation of financial assets and liabilities, relationships between risk and return, market efficiency, and the valuation of derivative securities. Corporate financial instruments including debt, equity, and convertible securities. Equivalent to core MBA finance course,
FINANCE 220. Prerequisites:
ECON 50,
ECON 102A, or equivalents; ability to use spreadsheets, and basic probability and statistics concepts including random variables, expected value, variance, covariance, and simple estimation and regression.
Terms: Win
| Units: 3
Instructors:
Sannikov, Y. (PI)
;
Dugalic, A. (TA)
MS&E 246: Financial Risk Analytics
Practical introduction to financial risk analytics. The focus is on data-driven modeling, computation, and statistical estimation of credit and market risks. Case studies based on real data will be emphasized throughout the course. Topics include mortgage risk, asset-backed securities, commercial lending, consumer delinquencies, online lending, derivatives risk. Tools from machine learning and statistics will be developed. Data sources will be discussed. The course is intended to enable students to design and implement risk analytics tools in practice. Prerequisites: MS&E 245A or similar, some background in probability and statistics, working knowledge of R, Matlab, or similar computational/statistical package.
Terms: Win
| Units: 3
Instructors:
Giesecke, K. (PI)
;
Chow, N. (TA)
MS&E 250A: Engineering Risk Analysis
The techniques of analysis of engineering systems for risk management decisions involving trade-offs (technical, human, environmental aspects). Elements of decision analysis; probabilistic risk analysis (fault trees, event trees, systems dynamics); economic analysis of failure consequences (human safety and long-term economic discounting); and case studies such as space systems, nuclear power plants, and medical systems. Public and private sectors. Prerequisites: probability, decision analysis, stochastic processes, and convex optimization.
Terms: Win
| Units: 3
MS&E 250B: Project Course in Engineering Risk Analysis
Students, individually or in groups, choose, define, formulate, and resolve a real risk management problem, preferably from a local firm or institution. Oral presentation and report required. Scope of the project is adapted to the number of students involved. Three phases: risk assessment, communication, and management. Emphasis is on the use of probability for the treatment of uncertainties and sensitivity to problem boundaries. Limited enrollment. Prerequisites: MS&E 250A and consent of instructor.
Terms: Spr
| Units: 3
MS&E 251: Stochastic Control (EE 266)
Introduction to stochastic control, with applications taken from a variety of areas including supply-chain optimization, advertising, finance, dynamic resource allocation, caching, and traditional automatic control. Markov decision processes, optimal policy with full state information for finite-horizon case, infinite-horizon discounted, and average stage cost problems. Bellman value function, value iteration, and policy iteration. Approximate dynamic programming. Linear quadratic stochastic control. Formerly
EE365. Prerequisites:
EE 263,
EE 178 or equivalent.
Last offered: Spring 2016
MS&E 252: Decision Analysis I: Foundations of Decision Analysis
Coherent approach to decision making, using the metaphor of developing a structured conversation having desirable properties, and producing actional thought that leads to clarity of action. Socratic instruction; computational problem sessions. Emphasis is on creation of distinctions, representation of uncertainty by probability, development of alternatives, specification of preference, and the role of these elements in creating a normative approach to decisions. Information gathering opportunities in terms of a value measure. Relevance and decision diagrams to represent inference and decision. Principles are applied to decisions in business, technology, law, and medicine. See 352 for continuation.
Terms: Aut
| Units: 3-4
Instructors:
Howard, R. (PI)
;
Afkhamizadeh, M. (TA)
;
Guven, O. (TA)
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Instructors:
Howard, R. (PI)
;
Afkhamizadeh, M. (TA)
;
Guven, O. (TA)
;
Kharitonov, D. (TA)
;
Martin, P. (TA)
MS&E 254: The Ethical Analyst
The ethical responsibility for consequences of professional analysts who use technical knowledge in support of any individual, organization, or government. The means to form ethical judgments; questioning the desirability of physical coercion and deception as a means to reach any end. Human action and relations in society in the light of previous thought, and research on the desired form of social interactions. Attitudes toward ethical dilemmas through an explicit personal code.
Terms: Spr
| Units: 1-3
Instructors:
Howard, R. (PI)
;
Martinez, A. (TA)
MS&E 256: Technology Assessment and Regulation of Medical Devices (BIOE 256)
Regulatory approval and reimbursement for new health technologies are critical success factors for product commercialization. This course explores the regulatory and payer environment in the U.S. and abroad, as well as common methods of health technology assessment. Students will learn frameworks to identify factors relevant to the adoption of new health technologies, and the management of those factors in the design and development phases of bringing a product to market through case studies, guest speakers from government (FDA) and industry, and a course project.
Terms: Spr
| Units: 3
Instructors:
Pietzsch, J. (PI)
;
Choi, S. (TA)
MS&E 256A: Technology Assessment and Regulation of Medical Devices
Regulatory approval and reimbursement for new medical technologies as a key component of product commercialization. The regulatory and payer environment in the U.S. and abroad, and common methods of health technology assessment. Framework to identify factors relevant to adoption of new medical devices, and the management of those factors in the design and development phases. Case studies; guest speakers from government (FDA) and industry.
Terms: Spr
| Units: 1
Instructors:
Pietzsch, J. (PI)
;
Choi, S. (TA)
MS&E 257: Healthcare Reforms and Value-Based Biomedical Technology Innovation
A fundamental transformation of the healthcare system is underway in which policymakers, payers and administrators are intensely focused on new policy mechanisms designed to constrain healthcare costs while promoting quality, outcomes and value. This class evaluates healthcare reforms in the U.S. and abroad with specific focus on examining their impact on the biomedical technology innovation process. Lectures and case studies, guest speakers from health plans, providers, and the medical technology industry perspectives. Students investigate real-world technology innovations in projects.
Last offered: Winter 2016
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