2005-06 - Office of the Registrar - Duke University

551. Finance I. This course gives rigorous introduction to the foundations of finance. Most
of the time is spent on theoretical work and very little on empirical work. The main subjects
covered are: introduction to asset pricing (CAPM, APT), taxes and Modigliani-Miller
theorems, foundational material in decision theory, and a variety of topics in information
economics and asset markets. Prerequisite: basic mathematics background in calculus,
statistics, matrix algebra, optimization, and dynamic programming. Instructor: Staff. 3 units.
552. Finance II. The course covers the following topics: efficient markets and asset pricing,
no arbitrage and asset prices, conditional and unconditional mean variance frontiers, capital
asset pricing model and implications, dynamic economic models of asset prices, present
value tests of market efficiency, term structure of interest rates, nonparametric bounds on
asset pricing models, intertemporal CAPM and arbitrage pricing models, and option pricing.
Prerequisite: Ph.D. level course in econometrics; recommended: Business Administration
551. Instructor: Bansal. 3 units.
553. Finance III. This course focuses on continuous time finance with applications to
market microstructure and the term structure of interest rates. Students will have to do Monte
Carlo simulations of continuous time models in order to receive a credit for this course.
Prerequisite: basic mathematics background in calculus, statistics, matrix algebra,
optimization, and dynamic programming. Instructor: Staff. 3 units.
561. Seminar in Quantitative Research in Marketing. An overview of the quantitative
techniques that are important in marketing research. Each model and technique will be
examined in considerable detail so as to permit an understanding of its assumptions,
structure, and usefulness. Topics covered will include the general data analysis techniques
as well as models from advertising, new products, and pricing decisions. Instructor: Staff.
3 units.
562. Seminar in Consumer Behavior. Examines the development of research in consumer
behavior. Major emphasis is given to theoretical developments and empirical research, with
a range of articles assigned for each topic. Topics include motivation and personality,
perceptual processes, information search, choice processes, attitudes and persuasion,
learning, and influence in consumer choice. Instructor: Staff. 3 units. C-L: Psychology 315
563. Marketing Models Seminar. The primary goals of this seminar are: (a) to review
critically the most current research in marketing and (b) to gain a better understanding of and
ability to build one's own model. After taking this course, students should be able to
understand the assumptions and mathematical development of the current quantitative work
in marketing and to use this understanding to develop meaningful extensions. Instructor:
Staff. 3 units.
564. Experimental Design and Analysis Seminar. Examines issues in the design and
analysis of experiments. Emphasis on analysis of variance (ANOVA), starting with the basic
ANOVA model and examining multiple factor designs, blocking designs, nested models,
within subject designs, repeated measure designs, and analysis of covariance. Instructor:
Edell Britton. 3 units.
571. Operations Strategy Seminar. Recent developments in the strategy of operations in
both the manufacturing and service sectors. Topics include the focused factory concept,
Japanese manufacturing philosophy, technological policy toward new process development
and toward new product introduction, vertical integration, choice of capacity and location,
industry analysis, and the impact of government regulation. Emphasis on the development
of hypotheses about strategic topics and the empirical means by which they can be tested.
Instructor: Staff. 3 units.
572. Seminar in Operational and Technological Tactics. Current issues in the day-to-day
management of manufacturing and service delivery systems. Topics include material
requirements planning, capacity requirements planning, quality of work life projects,
productivity measurement and enhancement, implementation of new product introductions
and production process modifications, quality assurance, production planning and
Business Administration (BA) 89