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Stutzer, Michael "Iron Mike" Professor

Positions

Research Areas research areas

Research

research overview

  • Prof. Stutzer strives to improve quantitative methods used in financial economics. He has pioneered several applications of seemingly exotic concepts, e.g. the statistical theory of large deviations and information-theoretic entropy, to practical needs including the financial investment advising process and the valuation of derivative securities. Via his many articles in publications edited jointly by professors and practitioners, Stutzer seeks to correct common quantitative errors made within both groups.

keywords

  • quantitative finance, econometrics, finance pedagogy

Publications

selected publications

Teaching

courses taught

  • APPM 4720 - Open Topics in Applied Mathematics
    Primary Instructor - Spring 2018 / Spring 2019 / Spring 2020
    Provides a vehicle for the development and presentation of new topics that may be incorporated into the core courses in applied mathematics. Department enforced prerequisite: variable, depending on the topic, see instructor. May be repeated up to 15 total credit hours. Same as APPM 5720.
  • FNCE 4070 - Financial Markets and Institutions
    Primary Instructor - Fall 2018 / Fall 2019
    Examines the economics of financial markets and the management of financial institutions, both domestic and international. Topics include an overview of U.S. and international financial markets, pricing and risk factors, interest rates, markets for securities and financial services and markets for derivative financial instruments. For students planning to take FNCE 4000 and FNCE 4070, it is recommended that FNCE 4070 precede rather than follow FNCE 4000.
  • FNCE 4820 - Topics in Finance
    Primary Instructor - Spring 2018 / Spring 2019 / Spring 2020
    Offered irregularly to provide opportunity for investigation into new frontiers in finance. May be repeated up to 6 total credit hours.
  • FNCE 4835 - Fixed Income Securities
    Primary Instructor - Fall 2019
    Provides a working knowledge of fixed income securities, primary and secondary fixed income and interest rate markets, bond credit analysis, credit default swaps and bond portfolio management strategies. The institutional details of government, corporate and municipal fixed income securities and markets will be covered. Also covered will be corporate credit analysis and credit default swaps and, finally, bond portfolio management strategies.
  • MBAX 6240 - Financial Markets, Institutions and Regulations
    Primary Instructor - Fall 2018 / Fall 2019
    Focuses on the legal and regulatory issues surrounding complex transactions that involve change of ownership. Topics include law/regulation issues affecting all stakeholders involved in corporate restructing transactions, the legal aspects of the corporate bankruptcy process and the practical aspects of raising capital, such as understanding the instruments and the institutions involved in the financing activities of firms at different stages in their lifecycle, road shows and the mechanics of pursuing initial public offering.
  • MSBX 5205 - Financial Strategy and Decision Modeling
    Primary Instructor - Spring 2019 / Spring 2020
    Develops functional frameworks for analyzing and assessing uncertainty in real and financial assets and evaluating financial decisions under diverse scenarios. This course covers various methods of mapping uncertainty including binomial decision tree models, linear programming models and Monte-Carlo simulations. Further topics include tax consequences of these decisions.

Background

International Activities

Other Profiles