MBA Online

Graduate School of Business Sciences at University of Tsukuba

Reading Seminars

Reading Seminar in Consumer Behavior I - III
Reading Seminar on Marketing Science I - III
Reading Seminar in Strategic Management I - III
Reading Seminar in Organization Revolutions I - III
Reading Seminar in Corporate Finance I - III
Reading Seminar in Financial Engineering I - III
Reading Seminar in Cost Management I - III
Reading Seminar in Stochastic Process I - III
Reading Seminar in Mathematical Programming I - III
Reading Seminar in Logistics and Network I - III
Reading Seminar in Object Systems I - III
Reading Seminar in Network Security I - III
Reading Seminar in Information Networks I - III
Reading Seminar in Interactive Systems I - III
Reading Seminar in Software Engineering I - III
Reading Seminar in Artificial Intelligence I - III
Reading Seminar in Human resources development I - III
Reading Seminar in Social Survey I - III
Reading Seminar in Systems Management I - III

Faculty of Economic at The University of Tokyo

4801: Mathematical Finance and Derivatives
Summer A.Takahashi
This course covers mathematical finance which includes theoretical and numerical topics on derivatives.

ECON6042
Mathematical Economics
General Information
This course presents both static and dynamic general equilibrium based on optimization to study interrelated macroeconomic issues. In particular, Pontryagin optimal control theory and Bellman certainty and stochastic dynamic programming models will be covered. Such control theory and recursive multi-stage optimization methodology will be applied to important macro topics such as economic growth and employment.
ECON6052
Selected Topics in Macroeconomics
Ngai, Rachel
General Information
This is a special course that deals with various topics of macroeconomics. Topics covered may vary form year to year, depending on the research interests of the instructor.

MFIN7009
Financial Engineering
7
Zhang, Jin
General Information
Financial engineering is the design, development, and implementation of innovative financial products and of financial processes in the major market segments of currency, interest rates, equities, and commodities, for trading, investment, hedging, and risk management, using methods developed in finance, economics, mathematics, physics, and computational science. Potential topics include, but are not limited to, credit risk derivatives, insurance derivatives, exotic derivatives, volatility calibration, implementation of trading systems using Reuters, and advanced term structural models.
Extra Information
Prerequisite:

Mathematical Techniques of Finance I

MFIN7008
Mathematical Techniques of Finance II
6
Carverhill, A.P.
General Information
This course further develops the course Mathematical Techniques of Finance I, and applies them to practical market situations. In particular, we analyze recent equity basket structures, and commodity spread options. Also, we will analyze the smile effect in equity options, and study how to apply the Monte Carlo method to valuing American options. Also, we will study some advanced fixed income models and related market instruments.
Extra Information
Equivalent to MFIN6010 Numerical Methods

Prerequisites:
1. Mathematical Techniques of Finance I; and
2. Fixed Income Securities and Interest Rate Modelling
MFIN7013
Seminar in Commercial Banking and Real Estate Financing
6
Tse, Maurice KS
General Information
This course covers bank management techniques that include asset and liability management, liquidity and reserve management, credit analysis, loan pricing and off-balance-sheet banking, as well as regulatory issues of commercial banks. It also discusses issues related to mortgage loan products and how real estate risks may affect the market value of mortgages.