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Faculty of Economic at The University of Tokyo 5052: Credit Risk Modeling Winter Bohn This course focuses on quantitative techniques used to model credit risk. In particular, we will discuss both structural and reduced-form models used to estimate default probabilities and loss given default. These fundamental model components will serve as the foundation to explore credit risk assessment, corporate debt valuation, credit derivative valuation, correlation estimation, and credit portfolio management. Emphasis will be placed on model building, model validation, and interpreting model output. Students will be required to do some high-level programming in a package such as Matlab. Some empirical testing exercises will

5504: Basic Exercise in Computer Programming Summer Tosaka & Sadaki Computer programming methods are lectured by using basic exercise problems for natural/social scientific analyses. Programming topics include matrix and statistical operations, solution methods of linear/nonlinear equations, ordinary differential equations, and static/transient solution of partial differential equations.

Faculty of Economic at The University of Tokyo 4013: Advanced Macroeconomics Summer/Winter Esteban-Pretel& Hayashi This is the first part of the graduate core macro sequence. The objective of the sequence is to provide students with tools for conducting dynamic macroeconomic analysis and show how to apply those tools to leading macro models. The tools covered in the first part of the sequence are difference equations, Markov chains, dynamic programming, and programming with Matlab. This course will cover materials suitagble for a first-year graduate macroeconomics course. The textbook is RECURSIVE MACROECONOMIC THEORY, by L. Ljungqvist and T. Sargent, MIT Press.

Faculty of Economic at The University of Tokyo 5702: Mathematics II Winter Kamiya This course covers basic topics in calculus: elementary topology, derivatives, inverse and implicit function theorems, integral, and nonlinear programming.

MFIN6002A Spreadsheet Modelling in Finance Chau, Michael General Information This course is intended to introduce spreadsheet (MS Excel) as a financial modeling tool and understand its capabilities and limitations. It is designed to teach students to apply Visual Basic for Applications (VBA) to automate spreadsheet applications and extend the functionality of the spreadsheet. Numerical derivative pricing by implementing models in VBA will be illustrated. Examples include Black-Scholes formula, Greeks Parameters, Binomial Tree and Monte Carlo Methods. Statistical computations with application to Risk Management will also be demonstrated. This course will also explore to optimize the computational power of Excel through the

Management Science and Computer Based Modeling Business involves dealing with numbers. Numbers are then used strategically to make business decisions. This course is about how to formulate business problems involving numbers and how to solve them using the latest computer tools. The course introduces modeling techniques for resource allocation, operational, and other managerial problems. The course will make full use of computer tools (Excel, CrystalBall and Macros) that integrate the knowledge and implementation skills to solve such managerial problems. It is assumed that students who take this course have familiarity with Windows environment on a PC and have basic Excel skills.

Faculty of Economic at The University of Tokyo 4099: Financial System Summer Yanagawa This course develops the theory of financial intermediation and markets. It will cover basic topics such as the roles of banks and markets, limited commitment, collateral, market liquidity, and liquidity crises, financial frictions and aggregate economy.

Faculty of Economic at The University of Tokyo 5057: Regulations on Financial Markets and Institutions Winter Miwa The course deals with regulations on financial markets and institutions, including banks. The couse addresses a variety of cases on actual financial regulation in Japan. The details will be explained at the opening class.

Foundations of Web Technologies The Internet and World Wide Web (WWW) technologies are evolving fast. The knowledge of cutting edge technologies and how they are used for Web based e-business applications are "must have" skills not only for e-business systems developers but for all other e-business professionals. Organizations aim to "seamlessly" integrate WWW and the Internet into their business operations. This course provides a practical understanding of the breadth of the most widely used professional web technologies such as networking and Internet fundamentals, browser side programming (i.e. scripting) and server side programming (i.e. interactive dynamic web development using databases). Students

Faculty of Economic at The University of Tokyo 4807: Financial Data Analysis Winter M.Nakasato The purpose of this course is to examine several financial models using actual security market data. The topics are as follows. Return Distribution, Portfolio Selection, Capital Asset Pricing Model, Spot-futures Parity, Option Pricing Formula, and Delta Hedging.

Graduate School of Business Sciences at University of Tsukuba Advanced Program Top Lecture Business Game Marketing Management Consumer Behavior Ecological Marketing Marketing Science Retail Marketing Internet Marketing Brand Marketing Service Marketing Distribution Management Pricing Strategy　Theory Strategic Management Theory of Administrative Organization Organization Revolutions Research and Development Strategy Innovation Management Venture Management Human Resource Management Management and Social Responsibility Global Management Corporate Finance Financial Market Investment Science Financial Engineering Financial Risk Analysis Selected Topics in Financial Businesses Real Options Cost Management Accounting for Disclosure Management Accounting Performance Management Systems Financial Statement Analysis Financial Accounting Corporate Valuation Business Law Case Studies on Valuation Selected

Faculty of Economic at The University of Tokyo 4805: FInancial Institutional Risk Management Summer Ikemori & Miyake This course covers the applications of derivatives by banks and corporations, including pricing, structures, and risk management.

3309: Financial Accounting Summer Obinata The main purpose of this course is to understand the basic concepts and principles underlying financial accounting. The attention will be paid to the users$B!G(B skill of understanding the empirical meanings contained in the financial statements.

Faculty of Economic at The University of Tokyo 5053: Global Finance Summer Ueda This course covers the current state and the effects on the global economy of financial globalization. It starts with a review of the theory of international finance and proceeds to the description of economic agents who carry out global financial investment on a large scale; hedge funds, instituional investors and large global financial institutions. Both the positive and negative effects on world economies of financial globalization are also discussed. In so doing, emphasis is given to the discussion of the current sub-prime mortgage loan crisis.

Faculty of Economic at The University of Tokyo 4096: Real Estate Financial Engineering Winter Kawaguchi Real Estate Financial Engineering