Advanced Quantitative and Economic Analysis Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University

Advanced Quantitative and Economic Analysis
This module builds on and extends the coverage of the earlier modules of Economic Analysis and Quantitative Methods and Statistics. Some advanced topics in analysis of economic data are covered, including multiple regression model, time series and econometric modelling, nonparametric statistics, multivariate analysis. Applications of these techniques in portfolio management, economic forecasting, term structure modelling, asset pricing theories, performance measures and interest rate management will be examined.

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Term 2 Courses of MSc in Applied Finance at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Term 2 Financial Statement Analysis 3 Advanced Quantitative and Economic Analysis Advanced Equity Analysis Advanced Fixed Income Analysis Advanced Derivatives Analysis Financial Modeling

Term 1 Courses of MSc in Applied Finance at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Term 1 Financial Statement Analysis 1 Financial Statement Analysis 2 Economic Analysis Quantitative Methods and Statistics Corporate Finance Fixed Income Analysis Derivatives Analysis Equity Analysis and Portfolio Management

Quantitative Methods and Statistics Course at Lee Kong Chian School of Business

MSc in Applied Finance Course Lee Kong Chian School of Business at Singapore Management University Quantitative Methods and Statistics This module provides the basic aspects of quantitative analysis, probability theory and data analysis, with special reference to finance. Topics include the time value of money, theory of interest, probability theory, descriptive data analysis, decision trees, estimation and hypothesis testing, and simple statistical analysis such as correlation analysis, regression analysis and time series analysis.

Economic Analysis Course at Lee Kong Chian School of Business

MSc in Applied Finance Course Lee Kong Chian School of Business at Singapore Management University Economic Analysis This module covers the principles of microeconomic and macroeconomic analysis, with particular reference to economic management and the financial markets. Our aim is to learn theories in order to apply them in analysis. Topics in microeconomics include supply and demand, competition and monopoly, externalities and the new IT economy. Topics in macroeconomics includes growth, trade, cycles and the recent developments in the rational expectation theory.

Quantitative Finance Courses of BBM at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Quantitative Finance Compulsory Courses 1. Linear Algebra and Regression 2. Differential Equations 3. Real Analysis 4. Probability Theory and Statistical Inference** 5. Structured Finance 6. Investment and Financial Data Analysis 7. Stochastic Calculus and Finance Theory* 8. Numerical Methods* 9. Global Financial Risk Management 10. IS Software Foundations

Advanced Econometrics Course of MSc in Finance at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Advanced Econometrics This course is a sequel to Econometrics. It covers advanced topics in estimation (maximum likelihood method and generalised method of moments), diagnostic techniques (portmanteau tests, residual based tests and heteroscedastic autocorrelation consistent methods), the analysis of stationary and nonstationary time series (unit root test and cointegration analysis), the analysis of panel data and the modeling of limited dependent variables.

Advanced Equity Analysis Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Advanced Equity Analysis This course is the continuation of Equity Analysis. This module examines various advanced equity valuation models introduced to price cyclical bankrupt and private firms. Risk-return relationship and asset pricing models will be introduced. Empirical evidence on asset pricing theories as well as the effect of corporate announcements (e.g. bond rating changes, going private transactions, public and private equity placements) on stock prices will be discussed.

Advanced Fixed Income Analysis Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Advanced Fixed Income Analysis This course is the continuation of Fixed Income Analysis. This module focuses on fixed-income derivatives and risk management. Valuation models on fixed-income securities with embedded options, such as callable and convertible bonds, will be discussed in detail. Issues in securitisation, asset-backed securities and options pricing theory with applications to fixed-income market will be covered.

Financial Statement Analysis 3 Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Financial Statement Analysis 3 This module builds on and extends the coverage of the earlier module Financial Statement Analysis 1 and 2. Advanced topics in financial statement analysis that include corporate restructuring, accounting for inter-corporate investments, mergers and acquisitions, distress analysis, accounting for global corporations and the use of financial statements as a tool for valuation and forecasting will be covered.

Financial Statement Analysis 1 Course at Lee Kong Chian School of Business

MSc in Applied Finance Course Lee Kong Chian School of Business at Singapore Management University Financial Statement Analysis 1 This module provides an introduction to key accounting concepts and knowledge. Accounting objectives, conventions and standards, and the rules that govern disclosure are examined. Other topics include ratio and cash flow analysis, analysis of inventories and analysis of long-lived assets.

Advanced Derivatives Analysis Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Advanced Derivatives Analysis This module builds on and extends the coverage of the basic module Derivatives Analysis. The basic concepts will be reinforced with some degree of modelling skills including the building of simple PDEs using Ito's lemma. Some ideas of extension of Black-Scholes and other adaptations to different commodities and financial instruments will be provided. More sophisticated theories such as forwards versus futures pricing, and interest rate swaps versus interest rate futures will be covered. Interest rate derivatives such as caps, floors, and others

Advanced Corporate Finance Course at Lee Kong Chian School of Business

MSc in Applied Finance Course Lee Kong Chian School of Business at Singapore Management University Advanced Corporate Finance This course aims to provide students with an advanced coverage of Corporate Finance. It answers three issues facing every business corporation: investment, financing/dividend and operational decisions. The course will equip students with conceptual and analytical skills necessary to make both routine and non-routine financial decisions. It will cover advanced topics such as optimal capital structure, IPOs, Mergers & Acquisitions, Corporate Restructuring and Value Creation. Cases will be used to illustrate the concepts and tools introduced in the course.

Financial Statement Analysis 2 Course at Lee Kong Chian School of Business

MSc in Applied Finance Course Lee Kong Chian School of Business at Singapore Management University Financial Statement Analysis 2 This is a continuation of Financial Statement Analysis 1. Topics in this module include analysis of financing liabilities, analysis of off-balance sheet activities and hedging transactions, accounting for pensions and income taxes, and international accounting differences and their effect on financial statements.

Advanced Portfolio Management Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Advanced Portfolio Management This module builds on and extends Portfolio Management. The module covers the complete investment process from constructing investment objectives and policies to broad class asset allocation, portfolio selection, revisions, monitoring, and performance measurement and attribution. Practical issues relating to investment management philosophy and style, and active and passive management will be discussed. Advanced techniques in portfolio construction involving the use of single index, multi-factor and Arbitrage Pricing Theory models are studied.

Term 3 Courses of MSc in Applied Finance at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Term 3 Advanced Portfolio Management Electives: Bank Risk Management Advanced Corporate Finance Corporate Risk Management Corporate Strategy & Financial Performance Financial Risk Management Hedge Fund Management Investment Advisory Service & Wealth Management Private Equity and Venture Capital Investing Structured Products

Microeconomics Course of MSc in Finance at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Microeconomics (Common Research Foundation Course for MSc in Finance) This course covers the main building blocks of modern economic analysis. It covers topics such as consumer behaviour and the theory of demand; production, cost, and supply functions; choices under uncertainty; competitive equilibrium; monopoly, price discrimination, monopolistic competition, oligopoly, duopoly models; game theory; factor demands; general equilibrium theory and welfare economics; information theory; externalities and public goods.

Address of Lee Kong Chian School of Business

Lee Kong Chian School of Business Singapore Management University 50 Stamford Road Singapore 178899

Corporate Risk Management Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Corporate Risk Management This course examines techniques and issues in corporate credit risk analysis. The various economic, business and financial factors that affect corporate credit quality will be discussed, as will the evaluation of a corporation’s debt servicing ability and likelihood of default. Topics will include: business and financial risk analysis, debt covenants, seniority and security structures, parental support, structural subordination, credit scoring and credit rating models, recovery prospects, credit analysis of multi-business conglomerates, and structured finance. Practical illustrations and case studies will be used

Global & Regional Studies Courses of BBM at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Global & Regional Studies Choose International Economics, and one of the following: International Business Law & International Business Business Study Mission (BSM) Tax Planning Economic Development in Asia Doing Business in China : Communication and Business Approaches Intellectual Property Rights Global Financial Risk Management

Second Major Courses of BBM at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Second Major There is also provision for students to elect a second major outside the Business School in: Accounting Actuarial Science Advanced Technology & Applications Business Statistics Economics Information Systems Law Political Science Psychology Sociology To qualify for a second major, students need to take additional courses as stipulated by the respective schools. Students may also elect to have a second major within the Business School . However, more courses would be needed to fulfill this choice.

Econometrics MSc in Finance Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Econometrics (Common Research Foundation Course forMSc in Finance) This course covers the basics of regression methods applied to the analysis of economic data. It focuses on the fundamental assumptions in the setup of an econometric model, the estimation techniques (ordinary least squares and generalised least squares) and their properties under correct and incorrect assumptions (serial correlation, heteroscedasticity, omitted variable, multicollinearity and measurement errors), and the model diagnostics and selection methods. Both time series and cross section data are discussed. Basic knowledge in statistics, calculus

Finance Courses of BBM at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Finance Compulsory Courses 1. Corporate Reporting & Analysis of Financial Statements 2. Financial Instruments, Institutions & Markets 3. Any 3 Finance Electives under the subject area of FNCE (i.e. course code starting with FNCE) Examples of Finance Electives : 1. Analysis of Derivative Securities 2. Analysis of Equity Investments 3. Analysis of Fixed-Income Investments 4. Corporate Finance 5. Entrepreneurial Finance 6. Financial Risk Management 7. International Finance 8. Investment Banking 9. Portfolio Management 10. Wealth Management

Fixed Income Analysis Course at Lee Kong Chian School of Business

MSc in Applied Finance Course Lee Kong Chian School of Business at Singapore Management University Fixed Income Analysis This course focuses on the fixed-income markets and basic analytical tools used in analysing fixed income securities. Features of fixed-income securities and credit rating will be covered in detail. Topics on basic analytical tools include: interest rates and yield-curve mathematics, duration analysis and convexity. Theories on the term structure of interest rates will also be discussed.

Financial Modeling Course at Lee Kong Chian School of Business

Course of MSc in Applied Finance Lee Kong Chian School of Business at Singapore Management University Financial Modeling Managers very often need to make important quick decisions. These are usually difficult to justify without a good model and thorough analysis. This course focuses on helping students learn to use spreadsheets as effective tools in financial modeling. Through practices in class, students will be able to develop on their own spreadsheet models, covering representative topics from corporate finance to investments planning and analysis, to analyze trade-offs and sensitivities, and understand implications of uncertainties and risks. The key emphasis

Career Skills Courses of BBM at Lee Kong Chian School of Business

Lee Kong Chian School of Business at Singapore Management University Career Skills Choose Career Skills: The Finishing Touch, and one of the following: Negotiation Social Intelligence for Enhancing Interpersonal Skills Conflict Resolution Negotiation Skills for Business Leadership Skills and Practices