QUANTITATIVE METHODS IN FINANCE Summer2017 Dr Liping Ma Office JSOM14 208 Email Liping Ma utdallas edu Phone 972 883 5068 FIN6306 Office Hours Tues6 00PM 10 00PM Tues5 00pm 6 00pm Or by appointment Other Information I strongly urge you to use email the above address to contact me outside of class I check my email messages daily Monday through Friday you can be sure I will receive your message this way General Course Information Students are responsible for all information in this syllabus Pre requisite other restrictions Pre requisite FIN 6301 OPRE6303 or equivalent If you have not completed all of the prerequisites or obtained an official waiver you may not register for this class Course Description Learning Outcomes Required and Recommended Text Course Delivery Methods Computers Software The objective of this course is to develop students ability to use quantitative methods in financial decision making This course will primarily focus on building a strong understanding of statistical methods and computing skills and apply those skills in corporate finance and investments 1 Students will apply statistical methods to summarize and to make inferences from financial data 2 Students will develop quantitative models to assist financial decision making 3 Students will develop a set of tools based on spreadsheet technology to 4 Students will construct spreadsheet representations of financial models to effectively organize present and analyze financial data obtain quantitative solutions to financial problems Quantitative Investment Analysis QIA by R Defusco D McLeavey J Pinto and D Runkle CFA Institute John Wiley Sons The third edition This course combines interactive lectures and computer lab sessions The class will work on some Excel examples and R programming We will be using laptop computers during classes to work on spreadsheet examples and models We will also learn some basic programming techniques in R Cell Phones You may not use your cell phones or other electronic communication devices in class 1 Course Policies Students earn a grade in the class by demonstrating mastery of the class material Grades will be based on an end of semester ranking of students according to the total accumulated score Both the total score and students respective rankings will be used in assigning final grade The precise cutoff scores used to assign grades will be an end of semester decision based on my perception of the difficulty of the exams and class works and other factors that I consider appropriate Grading will be based on the following weightings of assigned material Projects in class quizzes 30 Exam 1 35 Exam 2 35 We will discuss this aspect of your grade during the There will be no make up exams You are responsible for taking all exams on the designated dates Note You must have my permission to skip an exam If you have to miss an exam firs ffirst fffirst with my permission and appropriate documents the weight of course grade on that exam first f will be shifted to the final exam There will be two tests in this class These exams will test your knowledge of material covered in the reading lectures class works and a suggested homework All tests are closed book You can bring one page of formula sheet to the exam Any use of cell phones laptops or other wireless devices and any other methods of communication during exams are expressly prohibited In addition quizzes will count toward your final grade Three quizzes will be given through the semester The quiz date will be announced one week before the test day All quizzes are closed book Any use of cell phones laptops or other wireless devices and any other methods of communication during exams are expressly prohibited There are no make up quizzes The lowest quiz grade will be dropped to calculate the final grade Students are randomly formed into groups Each team will have 3 4 students Every member should actively participate and contribute to the projects Suggested homework will be assigned Students registered for the class are required to attend all sessions In the classroom you cannot browse any other websites except for webpage related course materials You will be asked to leave the classroom once discovered Grading credit Criteria Additional Course Policies Exams Quizzes Group Projects Homework Assignments Class Attendance Class Work eLearning Always check eLearning before class This site will include PowerPoint files of the course lecture notes homework assignments any external web links and relevant updates about the class including any changes to the schedule of assignments or quizzes 2 The University of Texas System and The University of Texas at Dallas have rules and regulations for the orderly and efficient conduct of their business It is the responsibility of each student and each student organization to be knowledgeable about the rules and regulations which govern student conduct and activities General information on student conduct and discipline is contained in the UTD publication A to Z Guide which is provided to all registered students each academic year The University of Texas at Dallas administers student discipline within the procedures of recognized and established due process Procedures are defined and described in the Rules and Regulations Board of Regents The University of Texas System Part 1 Chapter VI Section 3 and in Title V Rules on Student Services and Activities of the university s Handbook of Operating Procedures Copies of these rules and regulations are available to students in the Office of the Dean of Students where staff members are available to assist students in interpreting the rules and regulations SU 1 602 972 883 6391 A student at the university neither loses the rights nor escapes the responsibilities of citizenship He or she is expected to obey federal state and local laws as well as the Regents Rules university regulations and administrative rules Students are subject to discipline for violating the standards of conduct whether such conduct takes place on or off campus or whether civil or criminal penalties are also imposed for such conduct The faculty expects from its students a high level of responsibility and academic honesty Because the value of an academic degree depends upon the absolute integrity of the work done by the student for that degree it is imperative that a student demonstrate a high standard of individual honor in his or her scholastic work Scholastic dishonesty includes but is not