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Finance major Banking MSc. Advanced topics in valuation In this module you will study advanced valuation techniques, including complex spreadsheet models, taxation, operating leases, inflation and foreign currency. Furthermore, it examines the valuation method in special situations, including acquisitions, emerging markets and valuing financial corporations. Download Derivatives Financial Markets Stochastic Volatility Pdf' title='Download Derivatives Financial Markets Stochastic Volatility Pdf' />Personal page of Professor Damiano Brigo at Imperial College London, Dept. Mathematics Professor Chair, Stochastic Analysis Group coHead of Mathematical. Indecision and delays are the parents of failure. The site contains concepts and procedures widely used in business timedependent decision making such as time series. Working Papers, Conference Papers and Research Studies Betting Against Beta in the Indian Market, IIMA Working Paper No. July 2014 with S. K. 1. Introduction. Since the early 1990s, the process of deregulation and the introduction of competitive markets have been reshaping the landscape of the traditionally. The advent of mandatory central clearing for certain types of overthecounter derivatives, and margin requirements for others, means that margin is now the most. Issuu is a digital publishing platform that makes it simple to publish magazines, catalogs, newspapers, books, and more online. Easily share your publications and get. Unit 1 Developing and Using a Spreadsheet Valuation Model. Unit 2 Corporate Portfolio Strategy. Unit 3 Taxation. Unit 4 Non operating Expenses and Off Balance Sheet Items. Unit 5 Inflation and Foreign Currency. Unit 6 Valuation in Emerging Markets. Unit 7 Valuing Flexibility. Unit 8 Valuing Banks. Bank financial management This course concentrates on the principles of bank management of assets and liabilities. You will learn about the principles of bank balance sheet management and money market operations as well as liquidity ratios and capital adequacy ratios. You will also study issues of bank supervision and regulation. Unit 1 Banking Innovations and Risk. Unit 2 Bank Accounts A Useful Tool if Handled with Care. Unit 3 Bank Valuation. Unit 4 Bank Risk Management Liquidity Management. Unit 5 Bank Risk Management Interest Rate Risk Management. Unit 6 Cost of Funds and the Funding of Operations. Cobra Audio Driver For Windows 7. Unit 7 Bank Risk Management Credit Risk. Unit 8 Capital Management. Bank regulation and resolution of banking crises The recent banking crisis has motivated heightened discussion of the merits of bank regulations used to minimise the risk of bank distress and intervention tools to mitigate its effects. In this course you will study technical aspects of bank regulation, supervision and intervention to resolve crises. Unit 1 Principles of Bank Regulation. Unit 2 Banking Supervision Regulation. Unit 3 The Prudential Supervision of Banks. Unit 4 Banking Crises Weak Banks and Lender of Last Resort Support. Unit 5 Restructuring Failed Banks and Protecting Depositors. Unit 6 The Institutional Structure of Financial Regulation. Unit 7 Regulation, Supervision and Financial Stability. Unit 8 Issues in International Supervision and Regulation. Banking strategy The module examines bank strategy in the global economy. This module deals with the strategic as opposed to operational side of international banking, such issues as how banks are funded, how they acquire loan books, how they enter new markets and how they deal with international regulatory requirements. Corporate governance This course is specially designed for the postgraduate study of such areas as management, finance, financial law, corporate law, economics and related subjects, and has been designed to increase the depth of your understanding of corporate government issues. The course places a strong emphasis on the relationship between theoretical concepts and real world issues, making a real contribution to your in depth understanding of the relevant corporate governance issues and future career development. Unit 1 Introduction to Corporate Governance. Unit 2 Theory of the Firm. Unit 3 Corporate Governance and the Role of Law. Unit 4 Corporate Governance around the World. Unit 5 Board Composition and Control. Unit 6 CEO Compensation. Unit 7 International Governance. Unit 8 Overview of Corporate Governance Codes. Derivatives The expansion of financial markets since 1. It was made possible by the development of models for valuing derivatives based upon the mathematics of stochastic calculus. In this course you learn the application of those principles to the valuation of derivatives. Unit 1 Derivatives Contracts. Unit 2 Properties of Stock Options. Unit 3 The Behaviour of the Stock Price and the Black Scholes model. Unit 4 Greek Letters and Trading Strategies. Unit 5 Interest Rate Models. Unit 6 Credit Derivatives and Credit Risk. Unit 7 Some Exotic Options. Unit 8 Further Numerical Procedures. Dissertation C3. 54 prerequisite C3. Research methods The dissertation is a supervised piece of research on a topic that we will agree with you. The length will be 1. Before we can consider a proposal to submit a dissertation we will need to review your academic performance so far. Completing the Research Methods module is a prerequisite for undertaking the dissertation. The dissertation does not run over a single session. Instead students enrol on the dissertation by the enrolment deadline for Session 2 2. November 2. 01. 4 and have until 1 October 2. Econometric analysis and applications Econometric Analysis and Applications is the second, more advanced, econometrics course offered to students wanting to broaden their understanding of the application of quantitative methods to economic inquiry. We recommend that you study the Econometric Principles and Data Analysis course prior to this. The course assumes that you have studied the classical linear regression model at an introductory level and that you are familiar with the assumptions that underlie that model. You will be aware that there are many cases in which these assumptions are not satisfied, and know how such problems as heteroscedastic disturbances and autocorrelated errors can be detected, and what can be done about them. It is assumed, too, that you have a basic working knowledge of the econometric software, Eviews, introduced previously in Econometric Principles and Data Analysis, although basic instructions for using the program are provided here too. Unit 1 Dummy Variables. Unit 2 Dynamic Models Lags and Expectations. Unit 3 Simultaneous Equation Models. Unit 4 The Identification Problem. Unit 5 Simultaneous Equation Models Estimation. Unit 6 Univariate Time Series Stationarity and Non stationarity. Unit 7 Multivariate Time Series Analysis. Unit 8 Forecasting. Econometric principles and data analysis This course provides an introduction to econometric methods, examining how we can start from relationships suggested by economic theory, formulate those relationships in mathematical and statistical models, estimate those models using sample data, and make statements based on the parameters of the estimated models. You are provided with Eviews econometric software as part of the course. We recommend that you take this course before progressing onto the more advanced sequel Econometric Analysis and Applications. Unit 1 Introduction to Econometrics and Regression Analysis. Unit 2 The Classical Linear Regression Model. Unit 3 Hypothesis Testing. Unit 4 The Multiple Regression Model Estimation, Hypothesis Tests and Multicollinearity. Unit 5 Heteroscedasticity. Unit 6 Autocorrelation. Unit 7 Nonnormal Disturbances. Unit 8 Model Selection and Course Summary. Finance in the global market The main objective of the course is to enable you to understand some of the main characteristics of that globalised financial world. Because of the centrality of foreign exchange markets to international finance, we regard understanding foreign exchange markets as the core of that objective. Unit 1 The International context of finance. Unit 2 The markets for foreign exchange. Unit 3 Exchange rates and prices.