인쇄 


* 과정기간: 최소 1년 6개월 (3학기) / 일반·재직자 과정 동일
* 영어강의: 일반지원과정 70%이상 / 재직자지원과정 20% 이상

구분 개설학점 비고
전공 공통 30학점  
전공심화 - 금융공학 / 대체투자 각 9학점 교차수강 가능
경영 CEO 세미나 1.5학점  
금융권 리더 및 CEO 세미나 1.5학점  
Sustainable Management (CSO) 1.5학점  
Business Project 또는 논문 3학점  
해외현지심화과정 - 선택과목
졸업이수 최소학점
45학점
※ 재직자지원과정은 인정되는 경력에 따라 최대 9학점까지 인정받을 수 있음 (5년 경력 기준)


f-MBA 교수진 현황

박윤식 교수 (Professor of George Washington University, America)

담당 교과목: Global Financial Markets
[교수프로필 자세히 보기] [관련기사보기]

-D.B.A., Harvard Business School
-PhD in economics, George Washington University
-Area of Expertise: International Finance, International Banking, Development Financing, International Financial Markets


GEORGE M. JABBOUR 교수 (Professor of George Washington University, America)

담당 교과목: Financial Engineering & Derivatives Securities
[교수프로필 자세히 보기] [관련기사보기]

Director, MS Finance Program George Washington University Washington, DC, 1995.7 to President
Professor of Finance George Washington University Washington, DC,2004.7 to president
President Global Finance Associates, Inc Consulting, research and risk management Virginia
Managing Director Global Asset Investments, LLC Trading and risk management Virginia


최승묵 교수 (Professor of Finance, University of Nevada, Las Vegas)

담당 교과목: Investments, Equity Management
[교수프로필 자세히 보기] [관련기사보기]

- Professor of Finance, University of Nevada, Las Vegas, Fall 2004 to present
- Department Chair, Univ. of Nevada, Las Vegas, Fall 1999 to Spring 2004
- Department Interim Chair, Univ. of Nevada, Las Vegas, Fall 1998 to Spring
- Assistant to the Dean, Univ. of Nevada, Las Vegas, Spring 1999 to Spring
- Associate Professor of Finance, Univ. of Nevada, Las Vegas, Fall 95 to present
- Assistant Professor of Finance, Univ. of Nevada, Las Vegas, Fall 91 to Spring
- Visiting Assistant Professor of Finance, Univ. of Missouri-Columbia, Fall
- Assistant Professor of Economics, Univ. of Nebraska at Omaha, Fall 86 to
- Research Associate, Bureau of Business Research, Univ. of Texas at Austin,
- Assistant Instructor, University of Texas at Austin, Fall 84 to Spring 85.


조대환 교수
(Assistant Professor of Finance Huizenga School of Business and Entrepreneurship Nova Southeastern University)

담당 교과목: Fixed Income Securities
[교수프로필 자세히 보기]

- Assistant Professor of Financ Huizenga School of Business and Entrepreneurship Nova Southeastern University, 2008.06.01 to present
- Assistant Professor Department of Finance and Managerial Economics SUNY at Buffalo, School of Management, 2003.08.14 to 2008.05.31
- Research Assistant University of Chicago, Graduate School of Business, 1999.01.01 to 2003.12.06


정삼영 교수 (Professor of Finance at the School of Business- Long Island University)

담당 교과목: Risk Management
[교수프로필 자세히 보기] [관련기사보기]

Now-Associate Professor of Finance (Tenured) Long Island University School of Business
Industry Position - Managing Director State Street Absolute Return Strategies (SSARIS), LLC Multi-Strategy Hedge Fund Company


전체 교수진 리스트

  • Steve. Young (George Washington University)
  • Navid Sabbaghi (Illinois Institute of Technology)
  • Sam Y. Chung (Long Island University)
  • Melvin Jameson(U of Nevada)
  • David D. Cho (Nova Southeastern Univ. )
  • Omid Sabahgi (University of Detroit Mercy)
  • Choi Seungmook (U of Nevada)
  • Kim Hwa Gyun (Texas A&M)
  • G.M. Jabbour (George Washington University)
  • Song Moon Hyun (San Diego State)
  • Lee Tae Hwy (U.C.Riverside)
  • Refik Soyer (George Washington University)
  • Jiawen Yang (George Washington University)
  • 정문종 교수 (이화여자대학교)
  • 이재성 교수 (서강대학교)
  • 김솔 교수 (한국외국어대학교)
  • 윤창현 교수 (서울시립대학교)
  • 김현중 교수 (연세대학교)
  • 이현석 교수 (성신여자대학교)


커리큘럼 상세내용

전공명 과목소개 학점
금융공학 대체투자
Computational Finance This course provides students with a programming language skill. The programming illustrations are provided based on numerical methods widely used to price various financial derivatives. In addition, nonlinear optimization programming is performed on statistical estimation procedures such as maximum likelihood estimation. 1.5
Financial accounting This course introduces the language of business accounting and discusses the analysis of financial statements. It presents accounting rules as an information system for corporate performance measures and reports. The discussion also includes the development of corporate tax rules associated with the use of financial derivatives. 3
Empirical Methods in Finance This is an essential statistical course to help students enable to read, summarize and interpret cross-sectional and time-series data, focusing on conventional probability theories and statistical models such as regression models. It also introduces statistical hypothesis testing procedures including mean Difference test, ANOVA test, and Independence test. 3
Finance This course introduces the conceptual foundations and the basic tools for decision makings in finance. The topics include time value of money, capital budgeting, cash flow analysis, capital structure decision, dividend policy, contingent claim analysis, bankruptcy, and merger & acquisitions. This course also examines the role and impact of corporate governance and Corporate Social Responsibility on firms’ financial performance. 3
Investments & Equity Managements This course aims at developing important investment concepts focusing on modern portfolio theory. Topics include equilibrium risk-return relationships, Capital asset pricing model, Arbitrage Pricing theory, Efficient Market Hypothesis and stock & bond market terminologies. It also deals with the theory and practice of the equity portfolio management, focusing on the practical aspects of the investment management. Topics mainly include traditional passive and active portfolio management skills including tactical asset allocations. 3
Financial Engineering & Derivatives Securities This course is to provide the student with the necessary skills to understand fundamental building blocks such as options, futures and swaps for complex financially engineered products. The skills include their valuation techniques and how to use them for the purpose of hedging, speculation and arbitrage. 3
Fixed Income Securities deeper understanding about bond markets focusing on managing interest rate and credit risk using fixed income derivatives. The topics include bond pricing, various yield measures, term structure, bond portfolio management, valuation of fixed income derivatives including asset backed securities. 3
Workshop & Speaker Series   1.5
Credit Risk Modeling Credit derivatives have been the fastest growing financial security in the 21st century. This course provides the theoretical and practical aspects of credit risk measurement and credit derivatives such as Credit Default Swaps (CDS) and Collateralized Debt Obligations (CDO). This course will also help students understand the causes and consequences of the credit crisis in 2008. 3
Risk Management This course covers the basic concepts of modeling, measuring and managing financial risks. Topics include measurement issues associated with Value at Risk and its management with the use of financial derivatives. 3
Hedge Funds This course discusses the main strategies used by hedge funds and proprietary traders and a methodology to analyze them. The strategies are illustrated using real data to evaluate the strategies. It also covers institutional issues related to short selling, liquidity, margin requirements, risk management, and performance measurement. 3
Financial Econometrics Private Equity and Real Estate Investments [Financial Econometrics]
This course aims at developing some basic knowledge of financial time series data analysis, including autoregressive moving average process, vector auto regression, error correction, GMM and GARCH models.
[Private Equity and Real Estate Investments]
The course focuses on the roles of private equity and real estate investments and their potential rewards and risks within the context of portfolio theory. Specific features of private equity and real estate investments relative to traditional stock and bond investments and other alternative investments such as commodities and hedge funds are discussed. In addition, the course covers key regulatory requirements, marketing issues, and client reporting practices. 		3
Financial Institution Management and Modeling Commodities Investments [Financial Institution Management and Modeling]
This course covers topics related to asset and liability management in the financial institutions. The course discusses the financial environment in which financial institutions operate, including the various issues in the financial institutions such as portfolio optimization, risk measurement, capital adequacy, securitization, off-balance sheet transactions, and international banking.
[Commodities Investments]
This course is designed to help students understand the characteristic of commodity and energy market such as Industrial/Precious Metals, Energy, Grains, FX, Currencies, etc. This course highlights major commodities that are of the most interest to alternative investors. Through in-depth discussion of commodity derivatives such as commodity forwards, commodity futures, commodity options and commodity swaps, students will understand the role of CTAs and Managed Futures and their risks and rewards in the context of portfolio theory. 		3
Cases in Financial Engineering Case Study in Alternative Investments [Cases in Financial Engineering]
The primary objective is to provide students with an introduction to financial engineering and modeling, reinforcing the financial engineering principles with examples and cases.
[Case Study in Alternative Investments]
This course discusses the issues associated with alternative Investments via cases. Cases may include various issues such as choice of funds; hedge fund management; risk management strategies; transparency and liquidity issues; the due diligence process, standards of professional conducts, and ethics of professionals. 		3
Sustainable Management(CSO) The purpose of this course is to introduce corporate approach to sustainable development, namely sustainability management(SM), to students in order to help them acquire capabilities on managing sustainability-related risks and opportunities. This course aims to equip students with understanding of the nature of sustainability management as well as managing sustainability-related risks and opportunities they are to encounter in real world. The topics include intro to SM, business ethics, sustainable supply chain management, and how to write and assure sustainability reporting. Through this course, MBA students are trained to understand and respond to a ever-changing business environment in which sustainability management is emphasized as one of the key aspects of business strategy. 1.5
Business Project / Thesis   3
CEO Serminar   1.5
Total   45
CEO Seminar   1.5
Internship   3
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