University of Houston C.T. Bauer College of Business is among the 132 graduate business programs that provide Doctoral degree in Business Administration. As one of the top rated higher education institute located in Houston, Texas, the University of Houston offers PhD Program through C.T. Bauer College of Business. This page details GMAT requirements, types of degree offered, concentrations, and financial costs of University of Houston C.T. Bauer College of Business PhD Program. See ANYCOUNTYPRIVATESCHOOLS.COM for top business schools in South Carolina.
PhD Program (More than 2 years)
Program Detail |
|||||
|---|---|---|---|---|---|
| Program Name | PhD Program | ||||
| Program Overview | |||||
| Areas of Study |
|
||||
| Joint Degree Offered | No | ||||
| Delivery Format | Classroom | ||||
| GMAT Score | Recently accepted applicants have scores around the 80th percentile or higher (around 660 or above) | ||||
| Tuition & Fees | Program is funded. Generous packages of financial support offered to accepted applicants who agree to take on the half-time responsibilities of Graduate Assistant. | ||||
| Financial Aid Availability | Financial aid available, contact school for more information | ||||
| Start Dates & Application Deadlines |
|
||||
| Upcoming Events | |||||
| Program Size | |||||
| Work Experience | |||||
| Employment Information | |||||
Spreadsheet Modeling for Finance
In this course we will use optimization and Monte Carlo simulation to help the student learn how to analyze many important finance problems. Many of our topics will use both optimization and simulation. The primary emphasis of the course will be on using Monte Carlo analysis in capital budgeting, VAR analysis for investments, hedging equity, fixed income, FX and commodity risk, and the use of Monte Carlo simulation in option pricing
Topics
- Getting data off the web and from Access, using text functions to fix messed up data.
- Markowitz portfolio optimization and fixed income immunization models
- Using scoring rules to analyze the credit granting decision and the Grossman Hart approach to agency theory.
- Optimizing technical analysis trading rules.
- Obtaining realistic inputs into capital budgeting simulations; Modeling sales volume.
- Modeling price and cost in capital budgeting analysis.
- Modeling stock prices via bootstrapping and the lognormal random variable. Introduction to VAR.
- Modeling commodity prices and FX rates.
- Modeling interest rates.
- Scenario approach to portfolio management.
- Pricing exotic options with Monte Carlo simulation.
- Valuing real options via Monte Carlo simulation.
- Using Risk Optimizer to model flexibility in capital budgeting decisions.
