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What classes do you plan to take next semester ?

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Mike sent me a note this morning
Hi,

I noticed on ESIMS that I'm supposed to register for next semester today at 1pm.
I already spoke to Dan about what classes to take etc. We should probably post a topic on quantnet to let students know about this(at least to be aware so they can discuss with Dan). Lemme know what you think.

Regards,
Mike
Thanks, Mike. It's time of the year to do this. I looked up on esims to see my registration appointment and mine is 15:30pm today. I believe they schedule by your last name. Not sure what this time slot means but this is from esims
Spring 2007 Online Registration: 11/14/2006 - 01/29/2007
So it means we can signup for courses online after 11/14. I looked for the courses in Spring 07 and here is what they have
Baruch College

Semester: Spring 2007 Session start: 01/29/2007 Session end: 05/17/2007

**Notes**:

* If you see a display like " 0 (** 0009 **) " in the open seats column, it means that there were 9 open seats, but now the section is closed, so there are no open seats. Sections close after the first day of class or after the last day to add a class (02/02/2007), whichever is later.


Course Description Credits Hours Division Subject

MTH 9845 Mkt & Crdt Risk Mgt 3.0 3.0 Graduate Mathematics

M6A 0704 30 (** 0030 **) M 6:00 - 8:30 PM Staff /

MTH 9848 Elmnts of Struct Fin 3.0 3.0 Graduate Mathematics

W6A 0706 30 (** 0030 **) W 6:00 - 8:30 PM Raynes, S. /

MTH 9852 Num Meth Pde/Finance 3.0 3.0 Graduate Mathematics

R6A 0707 30 (** 0030 **) TH 6:00 - 8:30 PM Stefanica, D. /

MTH 9862 Stochastic Finance 3.0 3.0 Graduate Mathematics

T6A 0708 30 (** 0030 **) T 6:00 - 8:30 PM Zamfirescu, I. /

MTH 9903 Capstone Project/Pre 3.0 3.0 Graduate Mathematics

Section Code Open Seats Day and Time Instructor Bldg/Rm
HOW 0709 4 (** 0004 **) ** Hours to be announced ** Howard, C. /
KOSY 0710 4 (** 0004 **) ** Hours to be announced ** Kosygina, E. /
MAYO 0711 4 (** 0004 **) ** Hours to be announced ** Mayo, A. /
MORE 0712 4 (** 0004 **) ** Hours to be announced ** Moreno, C. /
RAYNE 1871 4 (** 0004 **) ** Hours to be announced ** Raynes, S. /
STEF 0713 4 (** 0004 **) ** Hours to be announced ** Stefanica, D. /
ZAMF 0714 4 (** 0004 **) ** Hours to be announced ** Zamfirescu, I. /
 
there are no other electives really except for finance classes i.e. FIN classes (you can take those in any semester including summer so I wouldnt bother until then) Risk management is only taught in spring, if my memory serves me correctly this semester was an exception when it was offered in fall
 
What are you planning to take, Mike ?

Mr. Greg Ciresi mentioned that he will teach Stat next semester. No detail is available yet. I believe there are few other courses offered next term (for part-time students from earlier year) besides the one I mentioned . I need to discuss with Prof. Stefanica about my courses choices and how it fits in my career plan. He knows better. Here are the info from our program's website

Elective Courses
MTH 9841 Statistics for Finance
This course will cover probability and statistics form a Bayesian perspective, with applications to finance. Topics will include joint marginal and conditional probability; discrete and continuous random variables; Bayesian inferences for means and proportions compared with the corresponding frequentist ones; simple linear regression model analyzed in a Bayesian manner; Bayesian approach to portfolio optimization, including Black-Litterman. A portion of the course will be devoted to teaching a statistical package, most likely R or S-Plus.

MTH 9842 Linear and Quadratic Optimization Techniques
This course covers linear and quadratic optimization as well as other nonlinear techniques. Applications from finance include problems in game theory and portfolio optimization. Prerequisites: MTH 9821, MTH 9831. Corequisite: MTH 9815.

MTH 9848 Elements of Structured Finance
The course objective is to allow students to analyze the basic credit quality of securitizations backed by commodity asset types (mortgages, auto loans, credit cards, CDOs). Mastery of the material in this course will let the student model and evaluate the credit impact of collateral or structural alternatives. Hands-on work is both extensive and preparatory to the advanced level.

MTH 9849 Deal Theory and Structured Analysis
After taking this class, successful candidates will be able to model a transaction a priori based on the prospectus and issuer databases using the techniques described in class. In addition, the student will be in a position to accurately value asset-backed securities in arbitrary non-revolving transactions in most asset classes, i.e. to assign them assign credit ratings and interest rates. It is also an objective to enable students to discuss intelligently the drivers of credit, liquidity and other risks with a view towards optimal liability structuring.

MTH 9845 Market and Credit Risk Management
This course covers qualitative and quantitative aspects of the financial risk associated with managing financial portfolios and with credit default. Topics include: market risk, VaR and stress testing, model risk, spot and forward risk, credit default risk and credit derivatives.

MTH 9881 Current Topics in Mathematical Finance
Students are assigned current journal articles in financial mathematics for discussion in a seminar format.

MTH 9900 Special Topics in Mathematics
This course is designed to expose the advanced student to a variety of mathematical topics that are not covered in the regular curriculum. Topics will vary from year to year.




With the permission of the Department of Economics and Finance, the following courses may be taken as electives:

FIN 9770 Financial Markets and Institutions
FIN 9782 Futures and Forward Markets
FIN 9783 Investment Analysis 3
FIN 9786 International Financial Markets
FIN 9790 Seminar in Finance
FIN 9793 Advanced Investment Analysis
FIN 9797 Options Markets
ECO 82100 (Term I) Econometrics I
ECO 82100 (Term II) Financial Econometrics
STA 9700 Modern Regression Analysis
STA 9701 Time Series: Forecasting and Statistical Modeling
 
How do you find what classes are available for the Spring? I couldn't find anything like it. Could you post a link to it?
 
Yes, i will teach statistics

Andy said:
What are you planning to take, Mike ?
Mr. Greg Ciresi mentioned that he will teach Stat next semester. No detail is available yet. I believe there are few other courses offered next term (for part-time students from earlier year) besides the one I mentioned . I need to discuss with Prof. Stefanica about my courses choices and how it fits in my career plan. He knows better. Here are the info from our program's website
The description has been updated--it is "Empirical Methods in Finance" class, highlighting statistics.
I can briefly discuss with people tomorrow after risk mgmt/C++ class.

-Greg
 
Very interesting :) It looks like the STAT class that was planned to be offered in the Spring is different from the one to be offered in the summer.

At least I'm not the only one who would like to have more statistics in the program.
 
Bump -- there is a description of 9842 here for those considering which electives to take.
 
Did anyone take 9701?
I would be very interested in the applied side of the course.

A more generic question is around model calibration. Since this involves statistics/data mining, is there any class available in this direction?
Statistics in Finance started with an excellent basis ...
 
Stats 9701 is Time Series Forecasting. I believe it is this course that was highly recommended by some of the earlier students. I would definitely like to take it, schedule-willing.
 
Here is the course description:

STA 9701 Time Series: Forecasting and Statistical Modeling
3 hours; 3 credits
"Modern methods of modeling and forecasting time series. The principal topic is the Box-Jenkins method of using autoregressive and moving average models, including nonseasonal and seasonal models, transformations to achieve stationarity, model identification by analysis of the sample autocorrelation and partial autocorrelation functions, criteria for model selection, and the use of SAS. Includes an introduction to the use of control charts."

Prerequisite: STA 9700 or 9000.

The question is if one can be waived from the prerequisite.
 
Where did you find that? I could only seem to find descriptions for the undergraduate courses. What is 9700 and 9000?
 
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