I am interested in the link between corporate policies such as investment and financing and firm risk dynamics. My research explores this link from the perspective of the firm management and investors (capital markets).
asset pricing, credit markets, corporate investment and employment, leverage
FNCE 2010 - Fundamentals of Financial Analysis
Fall 2020 / Spring 2021
Prepares students for financial analysis. Covers mathematical and statistical topics required for such analysis, including derivatives, optimization, integration, probability, inference and regression. Students will become proficient in using the tools and applying them to various financial contexts using analytics Excel, and R.
FNCE 4040 - Derivative Securities
Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
INBU 4200 - International Financial Management
Examines the financial policies and problems associated with firms doing business internationally. Topics include the foreign exchange environment, country risk, managing foreign exchange exposure, international working capital management, international capital budgeting, and international financial markets.