Course Number/Se ction Course Title Faculty Text Title Author ...

Course Number/Se ction Course Title FIN 2003 FIN 2203 FIN 2103 FIN 3233 FIN 3233 FIN 3593 FIN 3403

Faculty

Probabilistic Risk Assessment Entrepreneurship & Financial Management

Text Title

Author

Microeconomics

Robert Pindyck, Daniel Rubinfeld

Fundamentals of Corporate Finance

Brealey, Myers and Marcus Peterson and Fabozzi Marek Capinski and Tomasz Zastawniak

Arthur Ginsberg

Analysis of Financial Statements Mathematics for Finance: An Introduction to Financial Engineering, An Introduction to Derivatives and Risk Management Probabilistic Risk Assessment and Management for Engineers and Scientists

Don M. Chance Kumamoto and Henley IEEE Press,

Paul Biederman

From Concept to Wall Street

Fuerst & Geiger

Economic Foundations of Finance Barry Blecherman Corporate Finance and Financial Markets Jierong Cheng Creating & Understanding Financial Statements Ingrid Marshall Derivatives & Options Market Mirela Ivan Derivatives & Options Market Mirela Ivan

Publisher

ISBN

Edition

Prentice Hall

13:978-0132951500

8th Edition

$148.65 Required

McGraw Hill

13: 978-0078034640

10th Edition

$50.30 Required

13: 978-0471719649

3rd Edition

$49.09 Required

13: 978-0857290816

3rd Edition

$40.38 Required

13: 978-0324601213

5th Edition

0-7803-6017-6 Financial Times/Prentice Hall

0-13-034803-1

Apr-00

Price

Required/Optional

$170.49 Recommended $137.50 Required Required

Course Number/ Course Title Section FRE 6003

Financial Accounting

FRE 6023

Economic Foundations in Finance

FRE 6023

Economic Foundations in Finance

FRE 6031

Money, Banking and Financial Markets

FRE 6041

Risk Management in the Real World

FRE 6051 Insurance Finance

FRE 6083

Quantitative Methods in Finance

FRE 6083

Quantitative Methods in Finance

FRE 6091

Financial Econometrics

FRE 6103

Corporate Finance

FRE 6103

Corporate Finance

Faculty Professor Ingrid Marshall Professor Barry Blecherman Professor Unurjargal Nyambuu Professor Paul Biederman Professor Nassim Taleb Prof. Brian Lessing Prof, Tourin/Ivan/ Weinberger Prof, Tourin/Ivan/ Weinberger Professor Fred Novomestky Professor Zhaoxia Xu

FRE 6123

Risk Management & Asset Pricing

Risk Management & Asset Pricing

FRE 6123

Risk Management & Asset Pricing

FRE 6211

Financial Market Regulation

FRE 6233

Option Pricing & Stochastic Calculus

FRE 6231

Stochastic Calculus and Financial Models

FRE 6251 Number and Simulation Techniques in Finance FRE 6273

Valuation of Equities, Securities and Finance

FRE 6273

Valuation of Equities, Securities and Finance

FRE 6291

Applied Derivative Contracts

FRE 6331 Finance Risk Management and Optimization FRE 6351

Advance Financial Econometrics

FRE 6351

Advance Financial Econometrics

FRE 6391

Mergers and Acquisitions

FRE 6411 FRE 6411

Valuation of Fixed Income Securities and Basic Interest Rate Derivatives Valuation of Fixed Income Securities and Basic Interest Rate Derivatives

FRE 6431

Electronic Market Designs

FRE 6451

Behavioral Finance

FRE 6491 Credit Risk, Credit Derivavitive FRE 6511

Interm Deriva Valuation & Apps

FRE 6511

Interm Deriva Valuation & Apps

FRE 6531 Financial Taxation FRE 6571

Asset Backed Securities

FRE 6631

Applied Derivative Finance

FRE 6671 Global Finance FRE 6711

Portfolio Theory and Applications

FRE 6711

Portfolio Theory and Applications

FRE 6731

Basel 2 & Value @ Risk

FRE 6811 Financial Lab 5:Financial Software FRE 6821 Financial Econometrics Lab FRE 6821 Financial Econometrics Lab FRE 6921 Advance Corporate Finance FRE 6941 Special Topics: Behavioral Finance FRE 6951 FRE 6961

Market Microstructure and Electronic Trading Firm Valuation and Equity Trading

Topics in Financial Engineering: Financial FRE 6971 Analytics FRE 7221 Big Data Finance FRE 7241

Alogrithmic Portfolio Management

FRE 7241

Alogrithmic Portfolio Management

FRE 7251 Algorithmic Trading and High Frequency Fin. FRE 7251 Algorithmic Trading and High Frequency Fin. FRE 7801

Special Topics: Private Equity

FRE 7801

Special Topics: Asia's Financial Markets

FRE 7821

Special Topics in Actuarial Science I: Actuarial Models

Selected Topics: Financial Risk Measurement FRE 7821 and Management FRE 7831 FRE 7851

FRE: Refresher CFA PREP FRE: Refresher Math Refresher Probability FRE: Refresher Math Refresher Statistics

Author J.R. Willams, S.F. Haka, M.S.Bettner and J.V. Carcello W. Bruce Allen, Neil Doherty et al.. W. Bruce Allen, Neil Doherty et al..

ISBN

Publisher Edition Price Required/Optional

978-0-07-732870-0

McGraw Hill

15th

13: 978-0393124491

W. W. Norton & Company

8th Edition

$128.68

Required

W. W. Norton & Company

8th Edition

$128.68

Required

13: 978-0393124491

6th edition

$162.40

Required

$36.77

Required

Money, The Financial System and the Economy

R. Glenn Hubbard

321426703

The Black Swan 2nd Edition

Nassim Nicholas Taleb

:13: 978-0812973815 / : 10:081297381X

Life Insurance Products and Finance

David B Atkinson, FSA, James W. Dallas, FSA, MAAA, 978-0-93895-967-0

An Introduction to the Mathematics of Financial Derivatives

Salih Neftci

An Introduction to Probability Models 10th Sheldon M. Ross Edition Statistical Analysis of Financial Data in SRene Carmona Plus, Springer Texts in Statistics Corporate Finance, McGraw Hill/Irwin 9th Ross, Westerfield Edition

ACTEX Publications, Inc.

Required

2000

Required

0-125-15392-9

Second Edition

$56.03

Required

978-012-375-6862

10th Edition $56.03

Required

0-387-20286-2

2004

$91.73

Required

9th Edition

$120.42

Required

978-007-7-3376-29

Brigham & Houston -13: 9780538482127

SouthWestern/Cenga 13th ge

Required + Package (to be discussed in class)

Electronic Version ~$100

Rosenbaum & Pearl

-10: 1118656210

2nd edition, $55.59 Wiley 2013

Required

Prof. Maymin/ Risk Finance and Asset Pricing Ivan/ Rodriquez

Charles Tapiero

-13: 978-0470549469

2010

$69.60

Required

Prof. Maymin/ Financial hacking Ivan/ Rodriquez

Philip Maymin

13-978-981432553

$50.93

Recommended

Prof. Rodriquez

Derivatives: Valuation and Risk Management

David A. Dubfsky and Thomas 13:978-0195114706 W. Miller

Counterparty Credit Risk and Credit Value Prof. Rodriquez Adjustment: A Continuing Challenge fr Jon Gregory Global Financial Markets Professor Banking and Financial Institutions Law William A. Lovett Raphaele Chappe Prof. Tourin Stochastic Calculus for Finance, II S. Shreve Prof. Agnes Arbitrage Theory in Continous Time T. Bjork Tourin Prof. Tourin / Monte Carlo Methods in Financial Paul Glasserman Weinberger Engineering Professor Investment Valuation Aswath Damodaran Anthony Pepenella Professor Ross, Westerfield and Jaffe Corporate Finance Anthony (RWJ), Pepenella Professor Ron Options, Futures and Other Derivatives John Hull Slivka

13:978-1118316672

Oxford University Press Oxford University Press

-10: 0314184236

1st Edition

Reference

1st Edition

Reference

7th Edition

$28.92

Required Required

978-14419-2311-0 10: 019957474X

Required

- 978-0387004518

10th Edition $57.67

Required

-13: 978-1118011522, 2012

Second Edition

Required

-10: 007733762X, -13: 9780077337629

Ninth Edition

9780136015864.00

8th Edition

2nd Edition

$170.00

Required $175.00

Required

Professor Handouts Raphael Douady Professor Zhaoxia Xu Professor Zhaoxia Xu Professor Paul Biederman Professor Sassan Alizadeh Professor Steve Mandel Professor Roy Freedman Professor Philip Maymin Prof. Raphael Douady Professor Philip Maymin Professor Philip Maymin Professor Barry Guttenplan Professor Steve Mandel Professor Frank Juan Prof. Charles Tapiero/Unurja Nyambuu Professor Fred Novomestky Prof. Pape Ndiaye Professor Victor Makarov Prof. Jerzy Pawlowski Prof. Merav Ozair Prof. Merav Ozair Professor Zhaoxia Xu Prof. Carmen Wong-Uldrich Prof. Merav Ozair Prof. Alec Schmidt Prof. Charles Tapiero/Michael Hayes Prof. Saar Golde Prof. Norris Larrymore Prof. Norris Larrymore Professor Alec Schmidt

Econometric Analysis of Cross Section & Panel Data 2nd Edition

Jeffrey M. Wooldridge

:978-0-262-23258-6

A Modern Approach

Jeffrey M. Wooldridge

:13-978-0-324-66054-8

Mergers, Acquisitions and Other Restructurings

Donald Depamphilis

Modeling Fixed income Securities

Jarrow

0-8047-4438-6.

2nd Edition $54.49

Required

Fixed Income Mathematics: Analytical & Statistical Techniques

Frank Fabozzi

: 0-07-146073

4th Edition

$56.37

Required

An Introduction to Financial Technology

Roy Freedman

0-123-70478-2

2006

$58.13

Required

Advances in Behavioral Finance

Richard H. Thaler

-13: 978-0871548443

1993

$19.95

Required

Options, Futures and other Derivatives

John Hull

SBN: 0136015867

2011

$175.00

Recommended

Financial hacking

Philip Z. Maymin

-13 978-981-4322-55-3 -10 981-4322-55-5

2011

Comparative Income Taxation

Hugh Ault, Brian Arnold

0-7355-5195-2

2nd Edition $176.00 Required

Fixed Income Mathematics

Frank Fabozzi

: 0-07-146073

4th Edition

$56.37

Required

Options, Futures and Other Derivatives

John Hull

SBN: 0136015867

8th Edition

$175.00

Required

Portfolio Construction and Risk Budgeting Bernd Scherer

1904339697

3rd Edition

$122.18

Optional

Essential Mathematics for Market Risk Management

Simon Hubbert

1119979528

Financial Risk Manager Handbook

Philippe Jorion

: 978-0470-47961-2

5th Edition

$98.70

David Ruppert

13: 978-1461427490

Christopher F. Baum

1-59718-013-0 (CB)

Jeffrey Wooldrdge

-13: 978-0-324-66054-8 -10: 007733762X | -13: 9780077337629

Prof. Brian Lessing

Recommended Recommended

6th Edition

Required

Handouts

Required

Handouts

Statistics and Data Analysis for Financial Engineering An Introduction to Modern Econometrics Using STATA Introductory Econometrics: A Modern Approach Corporate Finance, McGraw Hill/Irwin 9th Edition Advances in Behavioral Economics

Ross, Westerfield, and Jaffe C.F. Camerer, G. Lowenstein and M. Rabin

Recommended

Springer

paperback edition

Quantitative Equity Portfolio Management.

L.B. Chincarini & D. Kim

Required Required Required Required

9th Edition

; 13:978-069-111-6822

Required

Class notes will be posted on Blackboard -10: 71459391

2006

$70.94

Required

$75.00

Required

Handouts Handouts Cormen, T.H, C.E. Leiserson, R.L. Riverst & C. Stein Investment Analysis and Portfolio Reilly, F.K. and K.C. Brown Management Financial Markets and Trading: Introduction to Market Microstructure and A.B. Schmidt Trading Stategies An Introduction to Financial Technology Roy Freedman (+papers and patents)

Cambridge: MIT Press

Introduction to Algorithims

Professor Roy Freedman Professor Capital and Private Equity Warren D. Matthei Prof. Charles Tapiero/Unurja Internation Mondy and Finance Nyambuu Models for Quantifying Risk

Thomson

3rd Edition

Recommended

10th Edition

Recommended

: 0470924128

Required

0-123-70478-2

J. Lerner,f. Hardymon, A. Leamon

: 978-0-470-65091-2

M. Melvin and S.C. Norrbin

:978-0-12-385247-2

Robin Cunningham, Thomas : 978-1-56698-934-3 N. Herzog, Richard L. London

2006

$64.42

Recommended

Required ACTEX Publications, Inc.

5th Edition

$89.00

Required

$53.22

Required

Prof. Dominique Handouts Guegan

Advanced Market Microstructure and Electronic Prof. Merav Trading Ozair Computational and Algorithmic Finance

Managerial Economics

Investment Banking: Valuation, Leveraged Buyouts, and Mergers and Acquisitions

Professor Raphaele Chappe

Risk Management & Asset Pricing

Managerial Economics

Fundamentals of Financial Management

Investment Banking & Brokerage

FRE 6123

Financial Accounting

Prof. Lucas Bernard

FRE 6111

FRE 6123

Text Title

Professor Andrey Itkin

Class notes will be posted on Blackboard Quantitative Methods in Derivative Pricing:An introduction to Computational Finance

D. Tavella

-13: 978-0471394471

Handouts Schaum's Outline of Probability, Random Prof. Chang Xia Variables and Random Processes

H. Hsu

: 978-0-07-163289-8

Prof. Chang Xia Schaum's Outline of Statistics

M.R. Spiegel and L.J. Stephens

Prof. Ashish Kohli