MBA Programs with Model as Tag

Credit Risk Modeling Course at The University of Tokyo

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 also be part of the project work. This course will be taught in Japanese. Homework and project will be submitted in English.

Financial Data Analysis Course at The University of Tokyo

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.

Financial Modeling and Programming Course at The University of Tokyo

4806: Financial Modeling and Programming
Summer Kobayashi
In this class, we aim to acquire important concepts and some methodologies for financial modeling and technologies of computer programming, which will be available for practical aspect. We are going to cover the following as topics for this year:
1. Basic Financial Calculations
2. Calculating the Cost of Capital
3. Financial Statement Modeling
4. Portfolio Models - Introduction
5. Calculating the Variance-Covariance Matrix
6. Calculating Efficient Portfolios When there are No Short-Sale Restrictions
7. Estimating Betas and the Security Market Line
8. Efficient Portfolios without Short Sales
9. Value at Risk
10. An Introduction to Options
11. The Black-Scholes Model

Equity Portfolio Management Course at The University of Tokyo

Faculty of Economic at The University of Tokyo

4094: Equity Portfolio Management
Winter Takehara
The course covers financial theory and its application to the problems of equity portfolio management. What follows to be lectured in this order.
1. Capital Asset Pricing Model
2. Structured Risk Model
3. Fundamental Law of Active Portfolio Management
4. Equity Valuation
5. Portfolio Construction
6. Market Impact Model
7. Performance Analysis.

Brand Management Course of MBA at Hitotsubashi University

ICS , Graduate School of International Corporate Strategy

[Term 4] Brand Management (S. Akutsu) (2009/Term 3&4 (Spring&Summer))

This is an advanced marketing elective course that focuses on the development and implementation of brand management. Managers in charge of a brand(s) face many challenges, such as (1) developing brand strategies that synthesize internal resources and competitive strategy, (2) clarifying brand philosophies, (3) generating and motivating brand identities, (4) understanding the brand images of key customers in depth, (5) communicating brand identities effectively with customers, (6) designing a comprehensive brand architecture, (7) developing and implementing brand building programs, (8) evaluating brand’s value conceptually and quantitatively, and (9) managing brands over time and across cultures.

The goal of this course is to provide students with concepts, theories, models, and methods that will help resolve these challenges. It is complementary to the database-marketing elective as it places more emphasis on concepts and theories, while the database-marketing course stresses empirical methods and quantitative data analysis.
Course Structure

In the first class, the course overview is provided. Fundamental questions concerning brand are discussed such as (1) what is brand, (2) why it is important, (3) to whom it is important, (4) when it is important, (5) where it is important, how to build it, and who should be in charge. Guidelines for the group project are also provided.

Thereafter, the course is structured in three modules. The first module introduces key concepts and models of brand management. In particular, it closely examines different conceptualizations of brand equity and brand identity. Insights and implications each conceptualization conveys, as well as other related concepts, are discussed. A variety of measurement models and scales of brand equity are also introduced.

The second module covers the basic models of brand strategy and branding, as well as their relationships with organizational capabilities and market opportunities. Organizational capabilities of brand building are identified and their roles are discussed. Akutsu and Ishida’s Context Branding Model is introduced as a frame of branding that has been developed and proven in the Japanese and other overseas markets.

The third module covers brand portfolio strategy and other advanced topics of brand strategy and branding. David A. Aaker’s Brand Portfolio Model is introduced and its relation to Context Branding Model is discussed. Other topics include branding nations and branding in Asia.
Teaching Method

While this course consists primarily of case discussions, lectures, videos, and guest speaker sessions are combined to effectively teach both theory and practice. Due to the nature of this advanced elective course, students are expected to enthusiastically prepare for and participate in the class. Students have an opportunity to present the outcome of their group project in a later session.

Macroeconomic Theory Course of MEcon at University of Hong Kong

ECON6012
Macroeconomic Theory
General Information
This course covers neo-classical macroeconomics, the Keynesian model and its problems, the consumption function and investment and economic fluctuations, supply and demand of money, the counterrevolution in monetary theory, inflation and unemployment and alternative policies for dealing with them, and open economy macroeconomics.

Derivative Securities Course of MFin at University of Hong Kong

MFIN6003B
Derivative Securities
1
Chang, Eric C.
General Information
Futures and options contracts are among the most actively traded derivative instruments. They are utilised either to earn a leveraged gain or to reduce portfolio risks. This course will provide basic concepts on the market structure, trading and hedging strategies, and the pricing of the actively traded instruments. Using arbitrage arguments, we will develop the binomial model, the Black-Scholes options pricing model, and several extensions of the Black-Scholes model. We will discuss the intuition behind the principle of risk-neutral valuation and the concept of equivalent martingale probabilities. We will apply the concepts to design and price some popular OTC products such as equity-linked notes, yield-enhanced notes, and principal guaranteed funds. We will discuss the risk exposure implications to risk managers with the presence of the model misspecification problem in trading strategies such as dynamic hedging, index arbitrage and programme trading. We will also consider stock index and foreign currency derivatives.

MBA Program from School of Management at Zhejiang University

MBA Program from School of Management at Zhejiang University

The MBA Program of the School of Management, Zhejiang University is a Masters-level program that started in 1994. It aims to cultivate executive managerial talents with global vision and thinking as well as abilities of strategic decision, organizational leadership and resource integration.

Education in the MBA program of the School of Management includes orientation, course learning, supervisor selecting, internship, and dissertation writing, etc. The courses of the MBA program are divided into key courses, modular courses, electives and business practice. Through systematic learning and training of these management courses, an MBA student can integrate what he has learned in different courses, think strategically and holistically, and combine newly acquired knowledge with his previous management experience to analyze and solve various kinds of management problems. The key courses in the MBA program include Data Model and Decision, Accounting, Managerial Economics, Organizational Behavior, Information Systems and E-commerce, Finance, Marketing, Operations Management, Strategic Management, etc.