Page 340 of Boston College 2005-2006 University Catalog by Boston College University

MF 866 Ph.D. Seminar: Financial Econometrics (Spring: 3) MF 866 is a quantitative finance elective, designed for finance majors interested in quantitative portfolio management. This course investigates the theoretical principals of asset valuation in competitive financial markets and especially portfolio theory. Some of the topics include statistical analysis of risk and return, optimal decision under risk, portfolio theory, implementation, forecasting returns, variance, data mining, equilibrium determination of expected returns (CAPM), the efficiency of financial markets, no-arbitrage based pricing, APT and factor models, portfolio performance evaluation, and volatility in financial markets. The Department MF 869 Fundamental Analysis (Fall: 3) Prerequisite: MF 807 Offered Biennially This course will focus on cash-flow oriented models of the valuation of the firm. Wall Street-style analytical techniques will be utilized, including the production of quarterly earnings forecasts and the development of buy/sell/hold recommendations. Topics include enterprise value, free cash flow, economic value added, risk/reward analysis, and the art of the management interview. The Department MF 880 Fixed Income Analysis (Fall/Spring: 3) Prerequisite: MF 801 This course presents the fundamental theoretical concepts of financial economics. Topics include measuring and managing interest rate risk, the theory of portfolio choice, and introduction to asset such as capital assets pricing models, arbitrage pricing theory, option pricing models, and state-preference theory. The Department MF 881 Corporate Finance Theory (Fall/Spring: 3) Prerequisite: MF 807 This course provides an intensive analysis of the effects of various corporate financial policy decisions on the value of the firm and includes a discussion of the effects of taxes, bankruptcy costs, and agency costs on these decisions. It also examines the interrelation of financing policy with executive compensation, mergers and acquisitions, leasing, hedging, and payout policies. The Department MF 890 Ph.D. Seminar: Advanced Topics in Capital Markets (Fall: 3) This course focuses on continuous time models in capital market theory. Topics covered include capital market equilibrium, option pricing, and the term structure of interest rates. The mathematics necessary to analyze these problems are also presented, including stochastic (Ito) calculus, stachastic differential equations and optimal control. The Department MF 897 Directed Readings (Fall/Spring/Summer: 3) By arrangement The Department MF 898 Directed Research (Fall/Spring/Summer: 3) By arrangement The Department MF 899 Directed Study (Fall/Spring/Summer: 3) Prerequisites: Upper-level M.S. in Finance status, and consent of the faculty member and the department chairperson. Maximum of one directed study allowed. The student will develop a research topic in an area of finance. He or she will prepare a paper on the research findings and will present the paper before the faculty of the Finance Department. Course emphasis is on research methodology. The Department MF 999 Doctoral Continuation (Fall/Spring: 1) A 1-credit, tuition-based course for all students who have been admitted to Ph.D. candidacy. Students are required to register and pay the tuition for Doctoral Continuation during each semester of their candidacy. Doctoral Continuation requires a commitment of at least 20 hours per week working on the dissertation. This course is non-graded. The Department General Management Undergraduate Program Description The General Management concentration provides an avenue for the pursuit of cross-disciplinary studies of management in the context of an integrated and rigorous curriculum. Students choose to concentrate in this area for many reasons, but it is especially attractive to those students who desire to pursue a crossdisciplinary approach to management or who are preparing for the management of a family business or for those who want a broad management background as preparation for law school. The Undergraduate Associate Dean coordinates the General Management concentration. Concentration in General Management Choose two areas and meet the criteria specified by the departments. Usually, this involves one required course and a choice of an elective. Note: Students who have elected another concentration within the Carroll School of Management as well as the General Management concentration must select areas different from their other CSOM concentration as they pursue General Management. Accounting Required Course: MA 301 Financial Accounting Standards and Theory I Electives (choose one from the following): MA 302 Financial Accounting Standards and Theory II MA 307 Managerial Cost and Stategic Analysis MA 320 Accounting Information Systems MA 351 Financial Statement Analysis Information Systems Required Course: MD 157 Introduction to Programming in Management Electives: MD 257 Database Systems and Applications MD 258 Systems Analysis and Design Finance Required Courses: MF 127 Corporate Finance MF 151 Investments Electives: None The Boston College Catalog 2005-2006 337 MANAGEMENT

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