MGT947: Capital Markets
This course covers different topics that are all related to capital markets, and particularly to the financial crisis which began in 2007. The topics covered concern the design, pricing, and trading of repurchase agreements (repo), corporate bonds, credit derivatives, and structured products, such as asset-backed securities. Basic tools such as fixed income mathematics, binomial option pricing, and swaps are studied and used to address the security design, trading, and pricing questions.
MGT 746: Financial Crises
The main objective of the course is to help PhD students get ideas and background for doing research on financial crises. The only course requirement for credit is that people show up to class, ask questions, and submit and present a short research proposal at the end of the semester.