Students who have completed required core courses in their undergraduate work may, with the program director’s approval, use these approved elective courses as a supplement.
| ECO 416 | Economic Theory (3) |
| ECO 423 | Real Options (3) |
| ECO 460 | Time Series Analysis (3) |
| ECO 461 | Forecasting (3) |
| ECO 463 | Topics in Game Theory (3) |
| GBUS 424 | Advanced Topics in Financial Management (3) |
| GBUS 425 | Real Estate Finance & Investing (3) |
| GBUS 426 | Financial Institutions (3) |
| GBUS 431 | Quantitative Finance (3) |
| MATH 463 | Advanced Probability (3) |
| STAT 434 | Mathematical Statistics (3) |
| STAT 438 | Regression Analysis (3) |
Course Descriptions
ECO 416. Econometric Theory (3)
Mathematical and statistical specification of economic models. Statistical estimation and tests of parameters in single and multiple equation models. Prediction and tests of structural changes. Prerequisites: ECO 401 (or equivalent) and calculus.
ECO 423. Real Options (3)
Course descriptions: This is an introductory graduate level course in financial economics. It is intended for students with strong technical backgrounds who are comfortable with mathematical arguments. The course is divided into three main parts: deterministic finance, single-period uncertainty finance, and options theory and its applications. Prerequisite: GBUS 420.
ECO 460. Time Series Analysis (3)
Classical decomposition of time series, trend analysis, exponential smoothing, spectral analysis and Box-Jenkins autoregressive and moving average methods.
ECO 461. Forecasting (3)
Methods of economic and business forecasting.
ECO 463 (IE 458). Topics in Game Theory (3)
A mathematical analysis of how people interact in strategic situations. Topics include normal-form and extensive-form representations of games, various types of equilibrium requirements, the existence and characterization of equilibria, and mechanism design. The analysis is applied to micro-economic problems including industrial organization, inter-national trade, and finance. Prerequisites: Two semesters of calculus, ECO 414 and ECO 412, or permission of the instructor.
GBUS 424. Advanced Topics in Financial Management (3)
Advanced topics relating to specific areas of corporate finance such as: theoretical and empirical examination of recent developments in financial management; asset valuation and capital budgeting including the role of uncertainty, imprecise forecasts, risk preferences, inflation, market conditions, and the global marketplace; working capital management, leasing, mergers, and financing. The course content may vary between instructors and over time. Prerequisite: GBUS 419 and GBUS 420 or Finance Faculty approval.
GBUS 425. Real Estate Financing and Investing (3)
An upper-level course in modern real estate financing techniques from the perspectives of both the borrower and the lender. Subject matter encompasses the following areas: The principles of financing decisions; financing methods and techniques; institutional sources of funds for real estate; and real estate financing decisions. Prerequisites: GBUS 419 and GBUS 420, or Designated finance Faculty Representative approval.
GBUS 426. Financial Management of Financial Institutions (3)
Asset and liability management of commercial banks, savings and loan associations, life insurance companies, and pension funds. Short and long-run responses to changes in economic conditions, interest rates and regulations. Prerequisite: GBUS 419 and GBUS 420 or Finance Faculty approval.
GBUS 431. Quantitative Finance (3)
Relationship of quantitative models to financial theory and applications. Capital budgeting, portfolio selection, security evaluation, cash management, inventory policy and credit analysis. Prerequisite: GBUS 419 and GBUS 420 or Finance Faculty approval.
IE 339. Stochastic Models and Applications (3)
Introduction to stochastic process modeling and analysis techniques and applications. Generalizations of the Poisson process; renewal theory and applications to inventory theory, queuing, and reliability; Brownian motion and stationary processes. Prerequisite: IE 220 or equivalent.
IE 404. Simulation (3)
Applications of discrete and continuous simulation techniques in modeling industrial systems. Simulation using a high-level simulation language. Design of simulation experiments. This course is a version of IE 305 for graduate students, with research projects and advanced assignments. Prerequisites: IE 121 or IE 328 and IE 220 or equivalent.
IE 409. Time Series Analysis (3)
Theory and applications of an approach to process modeling, analysis, prediction, and control based on an ordered sequence of observed data. Single or multiple time series are used to obtain scalar or vector difference/differential equations describing a variety of physical and economic systems. Prerequisite: IE 121 or equivalent.
IE 410. Design of Experiments (3)
Experimental procedures for sorting out important causal variables, finding optimum conditions, continuously improving processes, and trouble shooting. Applications to laboratory, pilot plant and factory. Prerequisite: Some statistical background and experimentation in prospect, IE 121 or equivalent.
IE 411. Networks and Graphs (3)
This course examines the theory and applications of networks and graphs. Content of the course stresses on the modeling, analysis and computational issues of network and graph algorithms. Complexity theory, trees and arborescences, path algorithms, network flows, matching and assignment, primal-dual algorithms, Eulerian and Hamiltonian walks and various applications of network models. Prerequisite: IE 406 or equivalent.
IE 413. Advanced Engineering Economy and Replacement Analysis (3)
Measuring economic worth, economic optimization under constraints, analysis of economic risk and uncertainty. Emphasis on analytical methods to evaluate the economic desirability of replacement and retirement options in capital investment. Prerequisites: IE 220 and IE 226 or equivalents.
IE 458 (ECO 463). Topics in Game Theory (3)
A mathematical analysis of how people interact in strategic situations. Topics include normal-form and extensive-form representations of games, various types of equilibrium requirements, the existence and characterization of equilibria, and mechanism design. The analysis is applied to microeconomic problems including industrial organization, international trade, and finance. Prerequisites: Two semesters of calculus, ECO 412 and ECO 414, or permission of the instructor.
MATH 463. (Stat 463) Advanced Probability (3)
Measure theoretic foundations; random variables, integration in a measure space, expectations; convergence of random variables and probability measures; conditional expectations; characteristic functions; sums of random variables, limit theorems. Prerequisites: Math 309 and Math 401.
STAT 434. Mathematical Statistics (3-4) spring
Populations and random sampling; sampling distributions; theory of statistical estimation; criteria and methods of point and interval estimation; theory of testing statistical hypotheses. Prerequisite: Math 231 or Math 309. (MA)
STAT 438. Regression Analysis (3-4) spring
Least square principles in multiple regression and their interpretations; estimation, hypothesis testing, confidence and prediction intervals; residual analysis, multicollinearity, selection of regression models; comparison of data sets, analysis of variance and covariance, simultaneous inference procedures. Use of computer packages for statistical analysis. Prerequisite: Math 12 or 231. (MA)
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