Fall 2014
Course Listings (PHD)
= Cancelled |
= New Class Added |
= Professor Change |
= Rescheduled (day/time change) |
Accounting/Taxation
-
Course Description:
This seminar exposes students to empirical research in financial accounting. It covers a wide range of topics including econometric and methodological issues, security prices and accounting information, and earnings management.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
|
09/02-12/21 |
Ryan,S |
PhD Students only |
Economics
-
Course Description:
For doctoral students whose programs do not include advanced courses in economics. Emphasizes concepts and techniques of economic analysis that are likely to be useful in the students' doctoral dissertation research. Develops key concepts and techniques of microeconomics and then applies them to a number of current research issues in accounting, information systems, management, and marketing (and possibly other areas, depending on the students enrolled). In each case, the course explores the relevant microeconomic theory and some of the empirical literature. This course is an alternative to B30.3334 as the core requirement in microeconomics.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
T
08:30 am
- 11:30 am
|
09/02-12/02 |
Cabral,L |
PhD Students only |
-
Course Description:
The theory of estimation and inference in econometrics. Covers finite sample results for the classical linear model, as well as asymptotic results for single equation models. Topics include linear and nonlinear least squares, generalized least squares, panel data, instrumental variable techniques, and generalized method of moment estimation. Heavy emphasis is given to empirical application.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
TR
11:45 am
- 1:15 pm
|
09/02-12/09 |
Greene,W |
PhD Students only |
-
ECON-GB.3360 Topics in Economics: Industrial Organization (3)
Course Description:
This is the first course in the Graduate-level Industrial Organization (IO) sequence, and aims to give PhD students a solid grounding in understanding the structure of markets and the strategic behavior of firms and their consumers. The goal is to familiarize students with selected theoretical topics in industrial organization and help them prepare for further studies of empirical IO courses and start their own research agendas.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
R
3:30 pm
- 6:30 pm
|
09/04-12/11 |
Zhou,J |
PhD Students only |
Finance
-
Course Description:
This is the first course in the theory of financial decision making. Focus is primarily on individual decision making under certainty and uncertainty. Topics include valuation theory, asset selection, general portfolio theory, asset pricing theory, and general equilibrium in financial markets.
-
Course Description:
The class covers advanced topics on the interaction of macroeconomics, monetary economics, banking, and international finance. The first half of the class (section 1 and 2) will cover the most important building blocks of macro-finance. The second half of the class will discuss topics for ongoing and future research.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
MW
1:30 pm
- 2:50 pm
|
09/03-12/08 |
Philippon,T |
PhD Students only |
-
Course Description:
This course focuses on Financial Econometrics which is the set of statistical tools that are most helpful in the analysis of financial markets. The course develops tools for estimating volatility and correlation of financial returns with applications to asset pricing, risk management, portfolio selection and derivative pricing. Extreme Value Distributions, Copulas and Systemic Risk are topics that will be studied. The course will use accessible data sources and software and will have homework, a research paper, and a final exam. The ideal preparation is Econometrics I and Fin Theory I or better.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
T
3:00 pm
- 5:50 pm
|
09/02-12/02 |
Engle,R |
PhD Students only |
For more courses that count toward Finance click here.
Information Systems
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INFO-GB.3386 Technical Foundations of Information Systems (3)
Course Description:
The goal of the course is to provide students with sufficient background in a variety of topics in computer science to enable them to understand and possibly conduct research in technical areas of Information Systems. One of the immediate goals of the course is to develop sufficient technical skills so that the students could read intelligently and critically technical IS papers they may encounter in other technical IS courses and later on in their professional lives. To accomplish this goal, the course covers a broad range of topics in computer science, including set theory, computability, finite automata, Turing machines, analysis of algorithms, elements of logic, databases, and information retrieval.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
W
09:00 am
- 11:50 am
|
09/03-12/03 |
Tuzhilin,A |
PhD Students Only |
Interarea
-
Course Description:
This seminar covers basic research methods in the social sciences, including surveys, laboratory and field experiments, and the use of multi-method approaches to test theory. We will also discuss Philosophy of Science issues.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
T
2:00 pm
- 5:00 pm
|
09/02-12/02 |
Raghubir,P |
PhD Students only |
-
Course Description:
In this course we discuss the theory of continuous time stochastic processes. The list of subjects includes the properties of continuous time martingales and the Brownian motion, a rigorous buildup of Ito's integral, stochastic differential equations, the Markov property, Girsanov's theorem, the Feynman-Kac formula, the Kalman-Bucy filter, stochastic control and the Hamilton-Jacobi-Bellman equation. The grade for the course is based on two take-home exams and homework assignments. The day and the time of this class is changeable upon the agreement of all participants. The possible change of the day and time will be discussed at the beginning of the first class. Notes: Please speak with Professor Peter Lakner for more information. (212-998-0476 or plakner.nyu.edu)
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
R
6:00 pm
- 9:00 pm
|
09/04-12/11 |
Lakner,P |
PhD Students only |
Management and Organizations
-
Course Description:
The purpose of this course is to familiarize students with the theories, methods, and approaches that characterize micro-organizational behavior (OB) research within the field of management. We will explore classic and contemporary theories, enduring controversies, and emerging empirical research. This exploration will include examining, dissecting, and analyzing past and current research on a variety of major topics in OB. The goal is to cover the highlights of the field and develop the skills necessary for evaluating, analyzing, and integrating research on any topic in OB and beyond.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
M
3:00 pm
- 6:00 pm
|
09/08-12/08 |
Pettit,N |
PhD Students,Rm Tisch 720 |
Marketing
-
Course Description:
This course acquaints students with the state of the art in mathematical marketing models. The focus is on models of consumer and market behavior. In particular, utility theory, discrete choice models, stochastic models, multidimensional scaling, and hierarchical decision making are studied. These models are examined in the context of how consumers and the market react to marketing stimuli. The readings are drawn from leading marketing journals.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
M
2:00 pm
- 5:00 pm
|
09/08-12/08 |
Muller,E |
PhD Students only |
Operations Management
-
Course Description:
Choice Models in Operations: Understanding how customers make choices is crucial for demand forecasting in several applications in the areas of operations, marketing, and even online recommendations. This graduate level course deals with the theory and applications of choice models. The course is divided into three parts. The first part is dedicated to the development of choice models from first principles rooted in rationality and utility theory. Our development will stitch together -- through a unified framework -- the diverse approaches taken in the literature over the past several decades. The aim is to provide a solid understanding of the strengths and limitation of the various model classes. The second part of the course will deal with various applications using choice models. The primary focus will be on decision problems such as classical assortment and pricing decisions. The final part of course will focus on some emerging developments and non-classical applications of choice models in the areas of personalized recommendations, voting, rank aggregation of sports teams, webpages, etc. The detailed syllabus is available at http://pages.stern.nyu.edu/~sjagabat/Syllabus_ChoiceModelsInOps.pdf
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
FR
09:00 am
- 12:00 pm
|
09/05-12/12 |
Jagabathula,S |
PhD Students only |
-
Course Description:
This course introduces students to the theory, methodologies and applications of optimization. We mostly focus on linear programming, but we also discuss more variant mathematical programming methods such as integer, convex and semi definite programming. We will see the applications of such tools in different areas including but not limited to logistics, transportation, revenue management, network optimization, inventory management, marketing, and finance.
Section |
Meeting Times |
Dates |
Instructor |
Notes |
01 |
FR
2:00 pm
- 5:00 pm
|
09/05-12/12 |
Asadpour,A |
PhD Students only |
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