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Computational Finance

Analytics is transforming the trading of stocks and bonds; crowdfunding platforms are redefining the role of banks; and computational tools are revolutionizing the role of wealth managers. Be at the forefront by learning how to leverage computational technology and the availability of data.

Learn cutting-edge tools and techniques through courses in finance and analytics, work in cross-functional teams with computational experts on real projects, and interface with the emerging financial technology ecosystem in Atlanta.

Foundation Course
 Required
MGT 6080
Investments

Acquire analytical tools for sound investment decisions. Explore concepts of risk, return, asset allocation, portfolio theory, and more. Material is mostly quantitative. Examine the changing landscape of investment management and the causes and impacts of the financial crisis. Includes discussion on ethics in investing.

Practicum Course
 Required
MGT 6785
Practice of Quantitative and Computational Finance (QCF)

The course will consist of case studies, visiting lecturers from financial institutions, and student group projects of an advanced nature — all centered around quantitative and computational finance. The group projects deal with applicable problems in areas such as asset management, credit risk, and pricing of derivatives. The course involves significant data analysis using big data sets. The groups will be required to formulate and analyze the project problem, and implement and present their solutions to the problems.

Electives
 Choose two (2)
MGT 6022
Financial Reporting and Analysis II

Financial reporting and financial analysis issues associated with assessment of financial quality: the statement of cash flows; income taxes; review of investments, financial derivatives, and hedging; current and long-term liabilities; and leases and pensions.

MGT 6081
Derivative Securities

Acquire basic working knowledge of how derivatives markets function. Learn various types of derivatives, including swaps, options, forwards, etc. Discuss basic numerical methods and risk management. Discuss why derivatives are used, how they are used, and how they are priced.

MGT 6769
Fixed Income Securities

Understand the basic risk-free term structure models and sensitivity measures as well as standard techniques for valuing fixed income securities and credit risk derivatives as well as their shortcomings. Understand the mathematics of bond market: yield, duration, and convexity.

MGT 8803
Risk Analytics

Gain an understanding of the tools and methods to manage the risks faced by financial institutions. Special emphasis is placed on managing credit risk and risk measures. Many of the tools and topics discussed may also be applicable to non-financial companies.





Recommended Additional Courses
If students would like to go beyond the four required electives, the following courses are recommended.

MGT 6010  Business Taxation (3 credit hours)
Overview of federal income tax system. Provides necessary tax background for a variety of accounting, financial, and managerial careers. Helps prepare for qualifying examinations in accounting and finance such as CPA, CMA, CFA, and CFP. Learn to prepare individual and business income tax returns. Learn differences in the measurement of income for financial reporting and income tax reporting.

MGT 6015  Advanced Managerial Accounting (3 credit hours)
Use and analysis of accounting information for management internal planning, controlling, and decision making. Managerial accounting theory and application. Basic vocabulary and mechanics of various managerial accounting systems.

MGT 6020  Financial Reporting & Analysis I (3 credit hours)
First part of a two-course sequence in financial reporting and analysis. Review of the foundations of financial reporting, financial statements, accounting changes and errors, revenue recognition, time value of money and present value measurements in accounting, cash and accounts receivable, inventory reporting and analysis, selected issues related to fixed assets, liabilities, and shareholders’ equity, and earnings per share.

MGT 6030  International Accounting (3 credit hours)
An overview of accounting issues arising from the increased internationalization of business. Topics include comparative financial reporting among countries and accounting treatments of international transactions.

MGT 6042  Auditing and Financial Control Systems (3 credit hours)
Insight into auditing: what it is, why it's important, what it entails, and why users of financial statements should care about it. Topics covered include the demand for audits, management fraud, litigation against public accounting firms, and an overview of the audit process.

MGT 6043  Advanced Financial Reporting (3 credit hours)
Learn how financial reporting requirements influence accounting information system requirements and affect reporting and operating decisions faced by financial managers.

MGT 6047  Ethics and Accounting (3 credit hours)
Become aware of ethical dilemmas in accounting: auditors' responsibilities; conflicts of interest; and a look at Enron and other relevant cases.



MBA immersive tracks and concentrations are optional. Students have the flexibility to take electives in any combination of areas. There is also a concentration in quantitative finance.