This course will review probability and statistical concepts, along with issues relating to financial returns, time series, and options pricing. Topics include discrete and continuous probability distributions, hypothesis testing principles, multiple regression analysis, and application of statistical tools to analyze financial returns, and option pricing models.

This course will define and discuss various corporate valuation methodologies such as the dividend discount model, relative valuation using market multiples, free cash flows, and real options analysis. The course will provide the framework required to understand the principles that govern financial statements and the adjustments that are needed before using them in valuation models.

This course will train students in the quantitative tools and techniques of portfolio theory and familiarize them with the latest developments in securities market research and applications. Topics include portfolio diversification theory and asset allocation, asset pricing models, portfolio benchmarking and performance analysis, and equity investment strategies.

This course supplies the mathematical foundation required for finance by focusing on problem-solving techniques and analytical skills. Topics include the study of functions, linear algebra, differential calculus, optimization, and differential equations.

This course is a study of international financial markets and the financial operations of a firm within the international environment. The course will consider the macroeconomic implications of the international monetary systems, currency markets, theories of exchange rate determination and forecasting, and examine international financial decisions from a corporate risk management perspective.

This course will undertake a detailed examination of fixed-income securities. Topics covered will include interest rates and term structure modeling, bond valuation, yield measurement, bond volatility measurement, mortgage-backed and asset-backed securitization, macro fixed income market issues, and fixed income portfolio management.

The purpose of this course is to understand how derivatives can be used to control and manage financial risk, and to understand how derivatives present opportunities for financing by both financial and non-financial firms. The course will discuss how options and futures can be used to structure payoffs with different risk and return characteristics.

This course provides an overview of current applications in financial modeling and data analysis. The course will undertake a brief review of how financial markets work, and provide a systematic approach of various financial modeling tools as they relate to corporate finance, portfolio models, bonds and options pricing. Financial models will be illustrated using Excel, VBA, C++, Crystal Ball, and other current applications. Topics covered in the course will include sensitivity and scenario analysis, simulation and data mining, optimization techniques, asset pricing analysis, and derivatives modeling.

This course is the capstone to the MSBA concentration in Financial Risk Management. It builds on the fundamentals of mathematical risk management introduced in other classes through case applications. Students will apply risk management techniques and models to identify, measure, and manage corporate risk in the context of modern financial markets.

In addition to the University tuition, College of Business on-campus graduate students are assessed a Professional Program Assessment totaling $5,160; a full-time student can expect to be charged $2,580 per semester or $161.25 per credit hour (in a 32 credit program) if the program extends more than two semesters.

All Students

If you have any questions regarding program tuition, please contact us:
FRM Master Programs Office
970-491-4612
FRMadvisor@business.colostate.edu