丁香园AV

Through experiential and applied learning opportunities, students will understand and experience the fundamental components of a job-search and career progression skills for securing employment and achieving career objectives. Co-curricular opportunities will compliment and build upon the learning experience, and contribute to overall development and personal branding. Graded on a satisfactory/unsatisfactory basis.

Intensive program for 丁香园AV Beedie graduate students to meet each other and develop both individual and group strategies for academic success. Through experiential learning and team-building activities students develop a deeper understanding of the skills and knowledge that contribute to an effective team-based learning environment. Students will also learn about program-specific academic expectations, academic and administrative resources, and supports available at 丁香园AV. Graded on a satisfactory/unsatisfactory basis.

Negotiation is the art of and science of securing agreements between two or more parties that are interdependent and who are seeking to maximize their outcomes. The central issues of this course deal with understanding the behaviour of individuals, groups and organizations in the context of competitive situations. Graded on a satisfactory/unsatisfactory basis.

Essential mathematical, computational, and accounting topics for the MSc in Finance will be covered. Topics covered include an introduction to probability theory and statistics, basic accounting concepts and financial statements, good programming practices, the use of IDEs, and the Python programming language.

Discusses financial decision making under uncertainty. It examines financial economics in the context of corporate finance. Prerequisite: BUS 803, BUS 806, and BUS 827.

Financial data analytics for testing asset pricing models and portfolio performance measurement.

Topics covered include the time value of money, discounted cash flow techniques, types of financial securities, capital budgeting, risk and return trade-offs and capital market efficiency.

Builds on the fixed income insights and goes deeper in such subjects as the term structure of interest rates, fixed income returns, yield-spread analysis, sources of risk in fixed income securities, and embedded options. Prerequisite: BUS 803, BUS 806, and BUS 827.

An introductory course in derivative securities that includes pricing as well as the use of derivative securities in portfolio management and structured transactions.

Provides students with the principles, theories and practices of Investing. The course surveys relevant investment theories as applied to different asset classes, focusing on the decision-making process it discusses applications in both traditional and alternative investments.

Examines how organizations create long term, sustainable, competitively differentiated value for shareholders and stakeholders by developing, enacting, monitoring and adjusting corporate and business unit strategies in a stringent regulatory and highly competitive environment.

Designed to assist students to improve their written and verbal communication skills in business settings.

An introduction to managing stock and bond portfolios, and is a prerequisite to working on the Student Investment Advisory Service Endowment Fund. The course will cover investment policy, allocation of assets to different asset classes, selecting specific securities, managing portfolio risk, an introduction to fixed income investing, and reporting to clients.

Assumptions underlying the Capital Asset Pricing Model are relaxed to allow for specific views on asset returns, and to allow for the expected future consumption needs of a given investor to be considered at a strategic level.

Four main topics are covered: portfolio theory, asset pricing, market efficiency, and performance measurement. The first two are cornerstones of financial economics, as, for the most part, portfolio selection models form the basis of models of asset pricing. The third cornerstone is the efficient markets hypothesis, which asks whether prices reflect information. Finally, asset pricing models provide the basis for many risk-adjusted measures of the performance of mutual, pension, and hedge funds.

Mixes financial theory with concrete applications in investment banking and private equity settings. Main areas of study are around Corporate Finance, Equity Valuation and Investments that are of importance to investment bankers and private equity professionals.

An introduction to elements of mathematics and computational techniques employed in finance and financial risk management. An introduction to programming tools, e.g. VBA, Matlab, and an object oriented programming language (e.g. C++). Prerequisite: Academic Director approval.

A research project in the areas of investment management, risk management or a closely related field of inquiry. Project may be done individually or in pairs. Graded on a satisfactory/unsatisfactory basis.

Special topics for business administration.

Special topics related to fundamentals in finance, asset pricing, market risk management and credit risk management.

Special topics related to fundamentals in finance, asset pricing, market risk management and credit risk management. This course will be graded as satisfactory/unsatisfactory.

Technical course that provides the participants with the necessary knowledge to address more complex risk management problems. Prerequisite: BUS 803, BUS 806, and BUS 827.

Credit risk management with emphasis on portfolio models, including probability of default and loss given default models, credit capital allocation, active portfolio management, credit derivatives, and structured transactions.

Value at risk, advanced market risk models, statistical models, stress testing, scenario analysis, and risk-adjusted performance measurement.

An introduction to elements of mathematics and computational techniques employed in finance and financial risk management. An introduction to programming tools, e.g. VBA, Matlab, and an object oriented programming language (e.g. C++). Prerequisite: Academic Director approval.

A research project in the areas of investment management, risk management or a closely related field of inquiry. Project may be done individually or in pairs. Graded on a satisfactory/unsatisfactory basis.

Special topics for business administration.

Special topics related to fundamentals in finance, asset pricing, market risk management and credit risk management.

Special topics related to fundamentals in finance, asset pricing, market risk management and credit risk management. This course will be graded as satisfactory/unsatisfactory.

Econometrics and statistics provide the tools of choice to carry out quantitative research. With a focus on laying the groundwork for industry as well as academic applications, much stress is placed on fostering a good understanding of the uses, limitations and potential pitfalls of the most commonly employed methods. Prerequisite: Students need permission from academic unit.

Continuous time is used for the celebrated Black-Scholes Model for pricing derivatives and is also often the most intuitive way to tackle asset pricing, term structure theory and portfolio selection. Through first laying the foundations in discrete time to illustrate the basic mechanisms, continuous time is gently introduced by working out its analogs that form a cornerstone of much of modern finance. Prerequisite: Students need permission from the program before entering the research stream.

Econometrics provides the tools required to conduct advanced quantitative research in business. The course focuses on advanced techniques tailored to address complex research problems in asset pricing, corporate finance, and financial accounting. These techniques build on generalized least squares, maximum likelihood, and generalized methods of moments estimation to provide the state-of-art tools needed to analyze increasingly challenging business data. Prerequisite: BUS 890 or equivalent.

Students are exposed to recent developments in the asset pricing literature. The focus is on continuous time theoretical models and their empirical tests. Students develop the skills required to understand, replicate and extend academic papers in this area. The topics covered may include the capital asset pricing model (CAPM) and the arbitrage pricing model (APT), consumption and production based dynamic general equilibrium, dynamic models of the term structure of interest rates, and other selected topics. Prerequisite: BUS 891 or equivalent.

Students are exposed to advanced analysis of decision making at the corporate level. We discuss academic research in corporate finance and cover both theoretical models and empirical tests. The course is methodology oriented in that students are required to master necessary methodological tools for each topic. The topics covered may include capital structure, distribution policy, financial intermediation, market for corporate control, product market and corporate finance interactions, and other selected topics. Prerequisite: BUS 891 or equivalent.

Students in this course will manage the Student Investment Advisory Service (SIAS) fund which includes $10 million of the university's endowment portfolio, funded by contributions from HSBC Bank Canada and Lohn Foundation. SIAS fund follows a value investing mandate set by the client (丁香园AV) through a conservative investment policy statement. The fund is composed of four actively managed asset classes: Cash, Canadian Equity, Global Equity and Fixed Income. SIAS fund reports monthly compliance and performance to the client and faculty advisors. Additionally, performance review presentations are held on a quarterly basis. Students must be enrolled in BUS 880 no later than the second term of enrollment and throughout the program in order to successfully complete the course. Prerequisite: BUS 881 or Academic Director approval.