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Finance Department
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Typical Study Program for First Two Years

Year 1:
Fall: Financial Management I, Price Theory I, Econometrics I
Spring: Investments, Continuous Time Finance, Elective
Summer: Qualifying Exam

Year 2:
Fall: Financial Management II, Empirical Methods I, Elective
Spring: Risk Management, Empirical Paper Seminar, Options and Future
Summer: Comprehensive Exam

 

Core and Field Courses in Finance
The 21 semester hours of Finance included in the Ph.D. program must include the following three core courses:

Core Courses

Financial Management I

(Financial Theory, FINA 8338)

Financial Management II

(Corporate Finance, FINA 8339)

Investments

(FINA 8368)


Other courses included in Ph.D. Finance fields are:

Other PhD Finance Courses

Continuous Time Finance

(FINA 8397)

Options and Futures

(FINA 8397)

Empirical Paper Seminar

(FINA 8397)

Empirical Methods in Finance I

(FINA 8397)

Empirical Methods in Finance II

(FINA 8397)


Neither foundation finance courses nor any 6000 level finance courses may be applied to the core requirement of 21 semester hours of finance. The grades earned in the Ph.D. finance core and field courses must satisfy the college's grade point average requirements.

 

Research Requirements
The 12 credit hours of research requirements (4 research courses) must be selected from the courses listed below or other research courses in consultation with the student’s Advisory Committee and the Ph.D. Program Coordinator:

Research courses

Quantitative Economic Analysis

ECON 6331

Workshop in Research Methods I

ECON 6390

Applied Econometrics

ECON 6394

Econometrics I

ECON 7331

Microeconomic Theory II

ECON 7342

Game Theory and Economic Behavior

ECON 7349

Computational Economics

ECON 7362

Experimental Economics

ECON 7364

Industrial Organization

ECON 7376

Time Series Analysis

ECON 7393

International Monetary

ECON 7398

Microeconomic Theory III

ECON 8342

Econometrics II

ECON 8331

Probability Model and Its Applications

DISC 7350

Forecasting Models

DISC 7351

Non-Parametric Statistics

DISC 7352

Statistical Methods in Research

DISC 7358

Multivariate Analysis

DISC 8366

Time Series Analysis

DISC 8368

Introduction to Stochastic Processes

DISC 8370

Dynamic Programming

DISC 8373

Mathematics of Financial Derivatives

DISC 8397

Linear Regression

DISC 8397

Theory of Matrices

MATH 6304

Theory of Functions of a Real Variable

MATH 6320-6321

Differential Equations

MATH 6324-6325

Partial Differential Equations

MATH 6326-6327

Applicable Analysis

MATH 6360-6361

Optimization and Variational Methods

MATH 6366-6367

Numerical Analysis

MATH 6370-6371

Numerical Ordinary Differential Equations

MATH 6372

Numerical Partial Differential Equations

MATH 6374

Numerical Linear Algebra

MATH 6376

Mathematical Probability

MATH 6380-6381

Probability Models and Mathematical Statistics

MATH 6382-6383

Nonparametric Statistics

MATH 6387

Statistical Inference and Multivariate Analysis

MATH 6388-6389

Functional Analysis

MATH 7320-7321

Selected Topics in Applied Mathematics

MATH 7394

Selected Topics in Numerical Analysis

MATH 7396

Selected Topics in Probability

MATH 7397

Introduction to Numerical Analysis

COSC 6303

Data Structures and Algorithms

COSC 6320

Analysis of Algorithms - Mathematical Techniques

COSC 6325

Numerical Analysis

COSC 6364

Any course in which a grade of B - or below has been earned will not count as hours toward satisfying this research requirement.

 

Supporting Field Coursework
Selection of a supporting field and the specific courses used to satisfy the supporting field requirements shall be made by the student subject to approval by his or her Advisory Committee. The supporting field can be chosen within the College (e.g., accountancy and taxation, international business, management, marketing, operations management, and statistics and operations research) or outside the BCB (e.g., economics, mathematics, statistics, computer science and industrial engineering).

Selection of specific graduate-level courses must meet any requirements that may exist in the selected department. Supporting fields may be selected outside the BCB when such areas are compatible with the student's program of study. No 6000 level courses may be taken without the permission of the Ph.D. Coordinator. The student must achieve a grade of B or better in each of the three courses and an overall grade average of 3.25 in the supporting field.

 

 
   
   
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