MBA Programs with Summer Kobayashi as Tag

Derivatives Course at The University of Tokyo

5503: Derivatives
Summer Kobayashi
This course explains the basics of the main derivative instruments and describes their uses. The aim of this course is to$B!!(Bprovide you with an overall picture of the derivative instruments linked to equities, interest rates, credit events and currencies, and to take the mystery out of the associated jargon. In this course, you will explore:
- various derivative instruments, namely forwards, futures, options and swaps
- the uses of these instruments and who uses them
- the basic principle of how their prices are determined
- new products and the reasons why they are developed

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