Ph.D. in Business Administration Program - Sarıyer - İstanbul - Koç Üniversitesi - I461

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Ph.D. in Business Administration Program

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Ph.D. in Business Administration Program - Sarıyer - İstanbul

  • Program tanımları
    Program Description
     
    The primary objective of the Ph.D. in Business Administration program is preparing students for academic careers in business schools.  The program will provide state-of-the art business education and develop research skills of the students.  Our students will have the opportunity to develop their teaching skills.

    Curriculum

    Students with a master’s degree will take a minimum of 7 courses (21 credits) and students without a master’s degree will take 14 courses (42 credits).    


    Core Courses
    Microeconomics Core Requirement (one of the following courses)
    • MGEC 501      Managerial Economics
    • ECON 503      Microeconomics I
    • ECON 504      Microeconomics II

    Quantitative Methods Requirement (one of the following courses)
    • QMBU 661     Multivariate Statistics and Data Analysis
    • ECON 500     Mathematical and Statistical Foundations
    • ECON 511     Econometrics I
    • ECON 512     Econometrics II
    • INDR 501      Optimization Models and Algorithms
    • INDR 503      Stochastic Models and Their Applications
    • PSYC 504      Testing and measurement
    • QMBU 501     Introduction to Management Science

     Research Methodology Requirement (one of the following courses)
    • MGMT 661     Research Methods in Business
    • PSYC 501      Research Methods I
    • PSYC 502      Research Methods II
    • INTL 501       Research Methods      

    General Requirements (non-credit pass/fail)
    • TEAC 500      Teaching Experience
    • ENGL 500      Graduate Writing
    • MGMT 696     Ph.D. Thesis (only for students working towards the thesis)    
     
    Doctoral Seminars

    QMBU 662     Selected Topics in Decision Sciences
    MKTG 661      Behavioral Seminar in Marketing I
    MKTG 662      Behavioral Seminar in Marketing II
    MKTG 663      Quantitative Seminar in Marketing I: Empirical Focus
    MKTG 664      Quantitative Seminar in Marketing II: Analytical Focus
    MFIN 661       Seminar in Corporate Finance
    MFIN 662       Investments
    MFIN 663       Advanced Financial Econometrics
    MFIN 664       Empirical Asset Pricing

    Elective Courses


    Students can take any of the courses offered in the business administration, economics, international relations, psychology, and industrial engineering graduate programs in accordance with their areas of specialization and subject to the approval of their advisors.
    Elective Courses:

    The following electives are open to all the students subject to their advisors’ approval

    Marketing:

    MKTG 520      Marketing Research and Data Analysis
    MKTG 522      Consumer Behavior
    MKTG 523      Strategic Marketing
    MKTG 525      Global Marketing Strategy
    MKTG 535      International Marketing Field Study
    MKTG 550      Selected Topics in Marketing
    PSYC 506       Policy and Practice in Psychology
    PSYC 510       Emotion and Motivation
    PSYC 513       Organizational Behavior
    PSYC 517       Special Topics in Industrial and Organizational Psychology
    PSYC 518       Human Resource Management
    PSYC 521       Cognitive Development
    PSYC 524       Social Development
    PSYC 525       Applied Developmental Psychology
    PSYC 503       Current Topics in Psychology                                                       

    Finance and Accounting:
    ACCT 501      Accounting
    ACCT 503      Intermediate Accounting
    ACCT 504      Auditing
    ACCT 509      Turkish Accounting System
    ACCT 550      Selected Topics in Accounting
    MFIN 510       Financial Econometrics          
    MFIN 513       Corporate Finance                              
    MFIN 514       Financial Institutions and Capital Markets
    MFIN 515       Investment Management                                   
    MFIN 516       Portfolio Theory
    MFIN 520       Advanced Corporate Finance
    MFIN 525       Derivative Securities                                                  
    MFIN 526       Fixed Income Securities                                            
    MFIN 527       Financial Modeling
    MFIN 528       Risk Management      
    MFIN 530       Valuation and Corporate Restructuring
    MFIN 550       Selected Topics in Finance                    

    Operations and Information Systems:
    OPSM 501    Operations Management
    INDR 578/
    OPSM 503    Advanced Models in Supply Chain Management
    OPSM 539    Project Management
    OPSM 550    Selected Topics in Operations Management
    MGIS 501     Management Information Systems
    MGIS 541     Database Management Systems
    MGIS 542     Decision Support Systems and Expert Systems
    MGIS 550     Selected Topics in Management Information Systems
    INDR 505     Manufacturing Systems
    INDR 508     Discrete Event Simulation
    INDR 520     Network Models and Optimization
    INDR 530     Decision Analysis
    INDR 551     Advanced Optimization Methods
    INDR 553     Advanced Stochastic Processes
    INDR 566     Scheduling
    INDR 560     Large Scale Optimization
    INDR 564     Dynamic Programming
    INDR 568     Heuristic Methods
    INDR 570     Queueing Theories
    INDR 572     Reliability Theory
    INDR 574     Stochastic Models in Financial Engineering
    INDR 576     Inventory Control Theories
    MECH 531    Modern Control Systems
    MECH 534    Computer Based Simulation and Modeling
    ECOE 515    Distributed Computing Systems
    ECOE 519    Introduction to Artificial Intelligence
    ECOE 554    Machine Learning
    CMSE 531    Introduction to Computational Science     

    Quantitative Methods:
    QMBU 550   Selected Topics in Quantitative Methods
    MATH 503    Applied Mathematics
    MATH 504    Numerical Methods I
    MATH 506    Numerical Methods II
    MATH 531    Real Analysis I
    MATH 532    Real Analysis II
    MATH 544    Stochastic Processes and Martingales
    MATH 545    Mathematics of Finance
    ECOE 505    Linear Systems and Estimation Theory
    ECOE 556    Algorithms and Computational Complexity
                               
    Management:
    MGMT 501    Managing Organizations
    MGMT 507    Human Resource Management
    MGMT 503    International Business Transactions
    MGMT 502    Organizational Behavior                     

    Economics:
    MGEC 503    Game Theory for Business Managers
    MGEC 532    Advanced Topics In Political Economy And Turkey
    MGEC 550    Selected Topics in Economics
    ECON 505    Topics in Microeconomics
    ECON 507    Macroeconomics I
    ECON 508    Macroeconomics II
    ECON 509    Topics in Macroeconomics
    ECON 513    Topics in Econometrics
    ECON 550    Topics in Economics
    ECON 580    Research Methods in Economics                              

    Course Descriptions

    Core Courses

    Microeconomics Core Requirement (one of the following courses)

    MGEC 501  Managerial Economics
    Fundamental concepts and analytical tools of microeconomic theory: demand, supply, and equilibrium; market structure analysis with a brief introduction to game theory; risk and uncertainty; comparative advantage and gains from trade; market distortions and their welfare consequences. Brief intro into micro foundations of macroeconomics, open economy equilibrium, exchange rate and income determination; policy analysis in an open economy with frequent references to real life phenomenon and their analysis through the tool kit acquired during the course.

    ECON 503  Microeconomics I
    Consumer theory; production theory; general equilibrium and welfare.

    ECON 504  Microeconomics II
    Consumer theory; production theory; general equilibrium and welfare.
    Quantitative Methods Requirement (one of the following courses)

    QMBU 661  Multivariate Statistics and Data Analysis
    This course is designed to provide students with a working knowledge of the basic concepts underlying the most important multivariate techniques, with an overview of actual applications in marketing, operations, finance, and accounting.  The course addresses both the underlying mathematics and problems of applications.  Topics covered in this course include: Sample Geometry and Random Sampling, The Multivariate Normal Distribution, Regression, Analysis of Variance, Multinomial Logit Choice Model, Principal Components Analysis and Factor Analysis, Structural Equations Models, Cluster Analysis..

    ECON 500  Mathematical and Statistical Foundations
    To facilitate a swift transition from undergraduate to graduate training, the mathematical foundation that all students should have before starting the MA courses is reviewed in a three-week long intensive Math Camp.  Class meets every other day (three times per week) during the first three weeks of the four-week period that precedes the Fall term.  There are two 75 min. classes per day.  Three classes are devoted to evaluation (written exams).  There is a one week break before students start the Fall semester.

    ECON 511  Econometrics I
    Review of probability and statistics:  random variables, univariate and joint probability distributions, expectations; bivariate normal; sampling distributions; introduction to asymptotic theory; estimation; inference.  Linear regression:  conditional expectation function; multiple regression; classical regression model, inference and applications.

    ECON 512  Econometrics II
    Departures from the standard assumptions:  specification tests;  a first look at time series;  generalized regression;  nonlinear regression;  simultaneous equations, identification, instrumental variables.  Extensions and applications:  ML, GMM, VAR, GARCH, panel data.

    INDR 501  Optimization Models and Algorithms
    Convex analysis, optimality conditions, linear programming model formulation, simplex method, duality, dual simplex method, sensitivity analysis; assignment, transportation, and transshipment problems.

    INDR 503  Stochastic Models and Their Applications
    The basic theory of the Poisson process, renewal processes, Markov chains in discrete and continuous time, as well as Brownian motion and random walks are developed. Applications of these stochastic processes are emphasized by examples, which are drawn from inventory and queuing theory, reliability and replacement theory, finance, population dynamics and other biological models.

    PSYC 504  Testing and measurement
    A review of basics of psychological measurement; all steps of the process of assessment development; different methods of psychological assessment such as observational, self-administered, and interview techniques; and, ways of integrating information from multiple assessment methods are discussed.  Students work with applications and discuss greater cultural, ethical, and societal context of psychological measurement.

    QMBU 501  Introduction to Management Science

    Fundamental quantitative methods used in business decision-making: mathematical programming, stochastic modeling, and simulation, with emphasis on formulation, analysis, and implementation
    Research Methodology Requirement (one of the following courses)

    MGMT 661  Research Methods in Business
    This course provides an introduction to the fundamental methodological issues that arise in experimental and quasi-experimental research.  Topics that are covered include: the development of research ideas; data collection and reliable measurement procedures; threats to validity; control procedures and experimental designs; and data analysis.  Emphasis is placed on attaining a working knowledge of the use of regression methods for non-experimental and quasi-experimental data and analysis of variance methods for experimental data.

    PSYC 501  Research Methods I
    Review of descriptive statistics and basic research methodology. Experimental methods and research design including one-way analyses, factorial designs, repeated measures, analysis of covariance, and the analyses of main effects, simple effects and interaction comparisons.

    PSYC 502  Research Methods II
    Building on the content of PSYC 501, further advanced research methods are presented.  These include problems in multivariate regression analysis, multivariate analysis of nominal and ordinal data, structural equation models, and methods for analyzing longitudinal data.  In addition, students learn how to choose appropriate methodology for a variety of research problems.

    INTL 501  Research Methods
    Introduction to the fundamental research methods in social science, covering issues and methods shared by all of the social sciences and by many of the natural sciences. Particular emphasis on contemporary work in the fields of international relations and political science, elaborating on both quantitative and qualitative methods and highlighting the steps in identifying a problem worthy of study and developing testable hypotheses, designing a research strategy, gathering data, analyzing data, and interpreting the results.
    General Requirements

    TEAC 500  Teaching Experience
    Provides hands-on teaching experience to graduate students in undergraduate courses. Reinforces students' understanding of basic concepts and allows them to communicate and apply their knowledge of the subject matter.

    ENGL 500  Graduate Writing
    The following objectives will be met through extensive reading, writing and discussion both in and out of class. Build a solid background in academic discourse, both written and spoken. Improve intensive and extensive critical reading skills. Foster critical and creative thinking. Build fundamental academic writing skills including summary, paraphrase, analysis, synthesis. Master cohesiveness as well as proper academic citation when incorporating the work of others.
    MGMT 696 Ph.D. Thesis (only for students working towards the thesis)

    Doctoral Seminar Courses

    QMBU 662  Selected Topics in Decision Sciences
    Is a doctoral seminar course. Depending on student interest, will focus on one or several of the following topics: data mining, multiattribute utility theory and multi-criteria decision making, dynamic programming, decision theory, service management, behavioral operations.

    MKTG 661  Behavioral Seminar in Marketing I
    This is a doctoral seminar course focusing on consumer behavior. The objective of this course is to provide an overview of research in consumer behavior, particularly in the areas of consumer information processing, memory, attitudes, affect, and motivation.  The goal of this course is not only to introduce a body of literature but also to give a strong foundation in critical thinking in the behavioral area and to help students develop their own research interests.

    MKTG 662  Behavioral Seminar in Marketing II
    This is a doctoral seminar course focusing on consumer behavior and marketing strategy. Depending on student interests, the course will cover one or several of the following topics: marketing strategy, international marketing, and behavioral decision theory.

    MKTG 663  Quantitative Seminar in Marketing I (Empirical Focus)
    This is a doctoral seminar course focusing on empirical modeling. This course acquaints students the state of the art in empirical marketing models. The focus is on models of consumer and models of market behavior. In particular, utility theory, discrete choice models, stochastic models, multi-dimensional 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. The goal of this course is not only to introduce a body of literature but also to expose students to the state-of-the art empirical modeling techniques, enable them to develop their empirical modeling skills and to help identify their potential research interest in this area.

    MKTG 664  Quantitative Seminar in Marketing II (Analytical Focus)
    This is a doctoral seminar course focusing on mathematical modeling. This course acquaints students with the state of the art in analytical marketing models. The focus is on managerial models of advertising allocations, channel design, sales force allocations, sales promotion, pricing, product design, test markets, and competitive positioning. The readings are mainly drawn from leading marketing, operation management and economic journals. The goal of this course is to expose students to some of the key models and substantive issues in analytical modeling and help them build strong analytical modeling skills. Students develop their own models and papers on a topic of interest.

    MFIN 661  Seminar in Corporate Finance
    The first part of this course focuses on recent theoretical developments in corporate finance theory. Topics include relevant concepts in game theory and contract theory and their applications to corporate finance. The techniques developed are used to understand agency conflicts between debt holders and equity holders, the role of managerial reputation and monitoring by financial intermediaries; conflicts of interest between managers and shareholders; capital structure and security design under asymmetric information; interactions between capital structure and product market competition; the market for corporate control, takeovers and acquisitions; bankruptcy and reorganization; IPOs and under-pricing. The second part of the course studies the firm’s choice of its capital structure and dividend policy in settings characterized by moral hazard or asymmetric information, security issuance, investment decisions, corporate control, and corporate governance. The course introduces students to the databases and empirical methods used most frequently in corporate finance research.

    MFIN 662  Investments
    This course will focus on two core ideas: 1) time series properties of asset returns (predictability, volatility, correlations with other variables etc) and 2) cross-sectional properties of asset returns implied by equilibrium asset pricing models (including CAPM, consumption-based asset pricing, factor models etc). Topics also include the arbitrage pricing theory, intertemporal capital asset pricing model, derivative pricing models, asymmetric information and rational expectations and an introduction to empirical testing.

    MFIN 663  Advanced Financial Econometrics
    The first part of this course introduces a variety of econometric techniques, including maximum likelihood, generalized method of moments (GMM), panel data regressions, and various time-series models, including ARMA, GARCH, and regime-switching. The course applies these econometric methodologies to asset pricing tests, dynamic asset allocation, financial risk management, and derivative pricing. The second part of the course provides the foundations of continuous-time modeling. More specifically, continuous-time stochastic processes, Markov/Wiener processes, martingales, Ito's lemma, stochastic differential equations and changes of measure. The applications of continuous time models include fixed-income pricing models, models of forwards, futures and other derivatives, and portfolio choice problems.

    MFIN 664  Empirical Asset Pricing
    The objectives of this course are to (1) discuss anomalies in equity and debt markets; (2) generate ideas to come up with profitable portfolios with relatively low risk; (3) explain how to form long-short equity portfolios; (4) measure the extreme losses of equity and fixed income portfolios; (5) arbitrage with equity, debt, and derivative securities; (6) model the term structure of interest rates, yield curves, and interest rate volatility; and (7) link macroeconomic variables and fundamentals with volatility in financial markets.  
    Electives

    Marketing
    MKTG 520  Marketing Research and Data Analysis
    Fundamentals of marketing research. Examination and application of the research process which includes formulation of the research problem, research design, data collection, sampling, and analyzing data for marketing strategies such as segmentation and positioning.

    MKTG 522  Consumer Behavior
    Major theories and empirical findings in the literature on consumer behavior; relationship to the design and execution of effective marketing strategy. Individual decision making and consumer learning, and external influences such as culture, social class, reference groups, family, and situational variables.

    MKTG 523  Strategic Marketing
    Strategic marketing planning frameworks as well as analytical and decision making processes involved in formulating and implementing marketing strategies. An integrative, dynamic view of marketing strategy with a customer, competitor, company perspective. Strategies for building new brands/markets; extending and defending equity in established brands/markets. Cases used expose students to diverse settings in terms of size of organization, types of markets served, and the nature of the goods marketed. Strategic marketing planning frameworks as well as analytical and decision making processes involved in formulating and implementing marketing strategies. An integrative, dynamic view of marketing strategy with a customer-competitor-company perspectives. Strategies for building new brands/markets, extending and defending equity in established brands/markets are analyzed. A strategy simulation may be used to create a dynamic competitive learning environment for developing as well as executing short-term and long-term marketing strategies over multiple decision periods.

    MKTG 525  Global Marketing Strategy
    Managerial study of opportunities and complexities of conducting marketing operations in the global marketplace. Strategic planning and execution of marketing mix programs with focus on small and medium sized enterprises as well as the experienced multinationals. The nature of marketing frameworks and global distribution; tools that can be employed for developing a sustainable global competitive advantage.

    MKTG 535  International Marketing Field Study
    An experiential seminar course which provides an opportunity to learn about marketing management issues in the expanded European Union. Students will visit international organizations and multinational firms with global operations. Background readings and research are required, and will focus on the European Union and the countries and organizations to be visited prior to the field study in Europe. A final written paper is required after the field study is completed.

    MKTG 550  Selected Topics in Marketing

    Topics will be announced when offered.

    PSYC 506  Policy and Practice in Psychology
    This course examines how social science, in particular psychology, can become relevant to social policy.  The accountability of the psychologist to society can go beyond the individual and can inform policy in the service of human well being.  Students conduct projects regarding applications and policy recommendations in Industrial/Organizational and Developmental psychology.

    PSYC 510  Emotion and Motivation
    The course provides an overview of theories and research in emotion and motivation.  Readings will examine the role of emotions and motivations in verbal & nonverbal communication, decision-making & reasoning, social functioning, and psychopathology.

    PSYC 513  Organizational Behavior
    Analyzes behavior in organizations and work groups.  Specifically focuses on review of recent literature on issues such as leadership, teamwork, organizational communication, motivation, and organizational change and development.

    PSYC 517  Special Topics in Industrial and Organizational Psychology
    The course presents an overview of the developments in the field of Industrial and Organizational (I&O) Psychology. In specific, some of the classical work as well as the most recent literature are reviewed in key areas, such as organizational attitudes, work design, performance management, and individual assessment. There is also a focus on topics that emerge in the last decade. Theoretical and practical contributions of research in I&O psychology are discussed in depth.

    PSYC 518  Human Resource Management
    The course focuses on the most recent developments in science and practice of Human Resource Management (HRM) in key areas, including strategic role of HRM, human resource planning, staffing, performance appraisal and management, compensation and reward management, career management, training and development, and union-management relationships. There is an emphasis on the issue of fit between HRM practices and socio-cultural, economic, legal, and institutional context. Theoretical discussions accompany cases and examples of best practices from global and domestic organizations.

    PSYC 521  Cognitive Development
    This course will review current research and theoretical issues about cognitive development. Major research areas that will be covered are theory of mind, joint attention, language, memory, numerical cognition, social cognition, and implications of atypical cognitive development. Interfaces with socioemotional development will also be emphasized.

    PSYC 524  Social Development
    This course will examine the social aspects of development.  Topics include parenting, peer relationships and friendship, attachment, empathy, aggression, emotional development, gender socialization, and adult social development.

    PSYC 525  Applied Developmental Psychology
    This course will help develop the students understanding of how the science of human development may contribute to address individual, familial, social, political, and economic problems.  This course will address how human potential can be realized at an individual level and how societal resources can be created, mobilized, and utilized to facilitate the realization of human potential.

    PSYC 503  Current Topics in Psychology

    Discussion of recent research by faculty and other invited speakers, and cross-fertilization of ideas, research topics as well as methodological approaches are emphasized.

    Finance and Accounting

    ACCT 501 Accounting
    Financial accounting with a managerial emphasis.  Generally accepted accounting principles, concepts, standards, and practices used in recording business transactions in order to prepare major financial statements such as the balance sheet, income statement, and cash flow statement.  Accounting for inventories, plant, property, and equipment as well as measurement of liabilities, capital stock, and retained earnings; generation of accounting information for internal planning and control purposes are studied.

    Role of management accounting for decision making, determination of cost of products and services, and performance evaluation of business units are examined.  Different methods of determining product costs using job costing, process costing, and activity based costing are examined.  Use of cost, volume, profit analysis in order to determine product contribution margins and break-even point and study of cost behavior in relation to activity levels; determination of relevant information for decision making.

    ACCT 503 Intermediate Accounting

    Basic concepts and principles underlying financial reporting through the study of accounting for intangible assets, investments, earnings per share, bonds, leases, contingent liabilities, pensions. Understanding financial statements as preparers or users, and the ethical dilemmas preparers face.

    ACCT 504 Auditing
    Generally accepted auditing standards, professional ethics, and legal liability. The role of the auditor; the organization of the accounting profession, the current audit environment. Theory of auditing and practical examples of auditing techniques and work programs.

    ACCT 509 Turkish Accounting System
    Uniform accounting system practice in Turkey, comparative analysis with Turkish accounting practice and International Accounting Standards, uniform financial statements (Uniform balance sheet, uniform income statement, uniform cost of goods manufactured and sold statement, uniform cash flow statement, Uniform owners? equity statement), accounting for leases and price level accounting practice in Turkey. (Taught in Turkish)

    ACCT 550 Selected Topics in Accounting
    Topics will be announced when offered.

    MFIN 510 Financial Econometrics
    Econometric tools used in financial research and decision making. Topics covered include simple linear and multivariate regression, nonlinear least squares, generalized least squares, and panel data estimation. Emphasis placed on the application of regression techniques to problems in financial economics including conditional volatility estimation, dynamic asset allocation in a bivariate GARCH framework, estimation of conditional risk measures such as value-at-risk and expected shortfall, and pricing of financial assets and derivatives based on time-series econometrics.

    MFIN 513 Corporate Finance
    An introduction to the fundamental financial issues of the corporation. Topics covered  include basic concepts of debt and equity sources of financing and valuation; capital budgeting methods; cash flow forecasting and risk analysis; and the cost of capital. The course introduces a rigorous analysis of firm's capital structure and dividend policies, and supplements this with an overview of the real-world considerations, constraints and risks facing managers.

    MFIN 514 Financial Institutions and Capital Markets
    Differences between banks, other financial intermediaries, and securities markets as sources of corporate financing; unique aspects of banks as financial intermediaries; bank contracts, their pricing and management with respect to interest rates, inflation and credit risk; measures of interest rate risk and hedging techniques; securitization of bank assets; reasons for the rapidly growing importance of non-bank sources of funds for corporations, and implications for the future of the banking industry.

    MFIN 515 Investment Management
    An analysis of capital markets and financial instruments. Topics include fundamental principles and theories of financial asset pricing, asset valuation, risk measurement, risk-return tradeoff, and portfolio design, as well as an introduction to the main financial markets, their organization and functional characteristics.

    MFIN 516 Portfolio Management
    Techniques available to assist the investor in making the risk/return tradeoff. Topics covered include relevant theories and empirical evidence pertaining to the construction, management and evaluation of securities portfolios such as practical aspects of portfolio management, dynamic asset allocation and optimal portfolio selection.

    MFIN 520 Advanced Corporate Finance
    An intensive analysis of the effects of various corporate financial policy decisions on the value of the firm; effects of taxes, bankruptcy costs and agency costs on corporate financial decisions; the interrelation of financing policy with executive compensation, mergers and acquisitions, leasing, hedging and payout policies.

    MFIN 525 Derivative Securities
    Pricing of derivative securities such as futures and options contracts and swaps, as well as securities that contain embedded options; costs and benefits of using derivative securities in risk management strategies; portfolio policies including static and dynamic hedging; applications from commodity, equity and bond markets.

    MFIN 526 Fixed Income Securities
    Application of a variety of techniques from the theory of capital markets to the analysis of fixed income securities. Topics covered include describing fixed income securities and markets; developing tools for pricing fixed income securities and interest rate sensitive claims; traditional bond and term structure concepts including fixed income derivatives and interest rate modeling; and measuring interest rate risk of bond portfolios.

    MFIN 527 Financial Modelling
    Financial modeling and pricing of exotic options such as interest rate caps, interest rate floors, look-back, knock-in, knock-out, and volatility options. The long-short portfolio formation is discussed in detail for equity portfolios. Standard anomalies in empirical asset pricing (e.g., size, book-to-price, earnings-to-price, momentum, liquidity, idiosyncratic volatility, post-earnings announcement drift) are used to generate profitable trading strategies.

    MFIN 528 Risk Management
    A rigorous introduction to the complex problems of risk measurement and management in financial institutions. The course surveys the major types of financial institutions and analyzes in depth the major risks facing each type. These risks include equity, interest rate, currency, and credit risk, among others. The role of stochastic volatility, conditional skewness and kurtosis is discussed within the stock and interest rate option framework. The course presents alternative approaches to estimating value at risk, expected shortfall, and tail risk.

    MFIN 530 Valuation and Corporate Restructuring

    Creating value through corporate restructuring and examining how various types of restructurings impact creditors, shareholders, employees and other stakeholders. Topics covered include quantitative background on corporate valuation methodologies; application of these methodologies to value creation through restructurings such as mergers and acquisitions, bankruptcy reorganizations and workouts, corporate spin-offs, targeted stock offerings, and employee buyouts.

    MFIN 550 Selected Topics in Finance
    Topics will be announced when offered.

    Operations and Information Systems

    OPSM 501  Operations Management
    Fundamental decisions and tradeoffs in control of a firm?s operations: obtaining and controlling the flow of materials through a production facility and distributing them to customers.  Four modules: process fundamentals; cross functional integration, coordination and control; improving the performance of productive systems; and competing through technology and operations.

    INDR578/OPSM 503  Advanced Models in Supply Chain Management
    Dynamic inventory policies for single-stage inventory systems: concepts of optimality and optimal policies. Multi-Echelon Systems: uncapacitated models and optimal policies, capacitated models: different control mechanisms. Multiple locations and multiple items: inventory and capacity allocation. Decentralized control and the effects of competition on the supply chain: coordination and contracting issues.

    OPSM 539  Project Management
    Managerial skills and competencies for project management, defining a project, setting goals, defining the scope, planning the activities, managing the resources, organizing for project management, implementing the project, monitoring and controlling, and closing out the project.

    OPSM 550  Selected Topics in Operations Management
    Topics will be announced when offered.

    MGIS 501  Management Information Systems
    The technological and institutional factors that influence the choice of hardware and software components of a management information system; introduction to systems analysis through teamwork on an actual business systems analysis problem.

    MGIS 541  Database Management Systems
    Database concepts for management, planning, and conceptual design, design and administration, classical systems, relational and distributed systems, Internet database environment, implementation of database management systems.

    MGIS 542  Decision Support Systems and Expert Systems
    Decision support systems and expert systems for informed consumers and decision makers; includes use of the available technology.

    MGIS 550  Selected Topics in Management Information Systems
    Topics will be announced when offered.

    INDR 505  Manufacturing Systems
    This course will cover the basic concepts and techniques in hierarchical design, planning, and control of manufacturing systems. Topics include flow line and assembly systems, group technology and cellular manufacturing, just-in-time, flexible manufacturing systems.

    INDR 508  Discrete Event Simulation
    Topics on distribution fitting and generating random numbers and random variates will be covered as well as the statistical analysis of simulation output including some well-known analysis methods and variance reduction techniques. Recent developments in the area will also be discussed.

    INDR 520  Network Models and Optimization
    Network flow models and optimization problems. Algorithms and applications. Minimum spanning tree problem. Shortest path problems. Maximum flow problems, minimum cuts in undirected graphs and cut-trees. The minimum cost network flow problem. Matching problems. Generalized flows. Multicommodity flows and solution by Lagrangean relaxation, column generation and Dantzig-Wolfe decomposition. Network design problems including the Steiner tree problem and the multicommodity capacitated network design problem; their formulations, branch-and-cut approaches and approximation algorithms.

    INDR 530  Decision Analysis
    Tools, techniques, and skills needed to analyze decision-making problems characterized by uncertainty, risk, and conflicting objectives. Methods for structuring and modeling decision problems and applications to problems in a variety of managerial decision-making contexts. Structuring decision problems: Decision trees, model building, solution methods and sensitivity analysis; Bayes' rule, the value of information and using decision analysis software. Uncertainty and its measurement: Probability assessment. Utility Theory: Risk attitudes, single- and multiattribute utility theory, and risk management. Decision making with multiple objectives.

    INDR 551  Advanced Optimization Methods
    Combinatorial optimization, structure of integer programs, pure integer and mixed integer programming problems, branch and bound methods, cutting plane and polyhedral approach, convexity, local and global optima, Newton-type, and conjugate gradient methods for unconstrained optimization, Karush-Kuhn-Tucker conditions for optimality, algorithms for constrained nonlinear programming problems, applications in combinatorial and nonlinear optimization.

    INDR 553  Advanced Stochastic Processes
    Brief review of basic processes like Poisson, Markov and renewal processes; Markov renewal processes and theory, regenerative and semi-regenerative processes; random walk, Wiener process and Brownian motion; martingales; stochastic differential equations and integrals; applications in queueing, inventory, reliability and financial systems.

    INDR 566  Scheduling
    Introduction to scheduling: examples of scheduling problems, role of scheduling, terminology, concepts, classifications; solution methods: enumerative methods, heuristic and approximation algorithms; single machine completion time, lateness and tardiness models; single machine sequence dependent setup models; parallel machine models; flow-shop models; flexible flow-shop models; job-shop models; shifting bottleneck heuristic; open-shop models; models in computer systems; survey of other scheduling problems; advanced concepts.

    INDR 560  Large Scale Optimization
    Methods for the solution of complex real world problems modeled as large-scale linear, nonlinear and stochastic programming, network optimization and discrete optimization problems. Solution methods include Decomposition Methods: Benders's, Dantzig-Wolfe, Lagrangian Methods; Meta-heuristics: Local search, simulated annealing, tabu search, genetic algorithms; Constraint Programming. Applications in transportation and logistics planning, pattern classification and image processing, data mining, design of structures, scheduling in large systems, supply-chain management, financial engineering, and telecommunications systems planning.

    INDR 564  Dynamic Programming
    Theory and practice of dynamic programming, sequential decision making over time; the optimal value function and Bellman's functional equation for finite and infinite horizon problems; Introduction of solution techniques: policy iteration, value iteration, and linear programming; General stochastic formulations, Markov decision processes; application of dynamic programming to network flow, resource allocation, inventory control, equipment replacement, scheduling and queueing control.

    INDR 568  Heuristic Methods

    Constructive heuristics; improving heuristics; metaheuristics: simulated annealing, genetic algorithms, tabu search, scatter search, path relinking, ant colony

    INDR 570  Queueing Theory
    Markovian queues: M/M/1, M/M/C, M/M/C/K systems and applications. Phase-type distributions and matrix-geometric methods: PH/PH/1 systems. Queueing networks: reversibility and product form solutions. General arrival or service time distributions: embedded Markov Chains, M/G/1 and G/M/c queues, G/G/1 queues and the Lindley recursion, approximations. Stochastic comparisons of queues: stochastic orders, sample path properties.

    INDR 572  Reliability Theory
    Basic concepts and definitions of system reliability. Series, parallel, k-out-of n systems. Structure functions, coherent systems, min-path and min-cut representations. System reliability assessment and computing reliability bounds. Parametric families of distributions, classes of life distributions and their properties. Shock and wear models. Maintenance, replacement and repairmodels. Current issues on stochastic modelling of hardware and software reliability.

    INDR 574  Stochastic Models in Financial Engineering

    Review of basic stochastic concepts; binomial market models and pricing of derivative securities; Wiener process and Brownian motion; martingales; stochastic integrals and differential equations; Ito’s calculus; pricing of derivative securities in continuous markets; Black-Scholes model; foreign exchange, bond and interest rate markets.

    INDR 576  Inventory Control Theory
    Development and application of mathematical models for inventory management. Basic economic-order-quantity with extensions; time-varying demand and purchase costs. Multiechelon inventory systems with multiple products and/or multiple locations. Analysis of stochastic demand for single and multiple products. Analysis of stochastic lead times. Policy optimization under time-varying, stochastic demand.

    MECH 531  Modern Control Systems
    This course is an introduction to modern control theory. The course will cover mathematical modeling of engineering systems, feedback control, stability and performance analysis, frequency and time response methods. A software package, MATLAB, will be used for control system analysis and design.          

    MECH 534  Computer Based Simulation and Modeling
    Geometric, physics-based, and probabilistic modeling methodology and associated computational tools for interactive simulation: computer programming, numerical methods, graphical modeling and programming, physics-based and  probabilistic modeling techniques.

    ECOE 515  Distributed Computing Systems
    Introduction to distributed computing, overview of operating systems, process synchronization and deadlocks, threads and thread synchronization, communication protocols, synchronization in distributed systems, management of time, causality, logical clocks, consistent global states, distributed mutual exclusion, distributed deadlock detection, election algorithms, agreement protocols, consensus, multicast communication, distributed transactions, replication, shared memory model, scheduling, distributed file systems, fault tolerance in distributed systems, distributed real-time systems.

    ECOE 519  Introduction to Artificial Intelligence
    A graduate-level introduction to artificial intelligence with the goals of understanding human intelligence from a computational point of view and building applied systems that can reason, learn, and adapt.  Review of seminal work on language, vision, robotics, game playing with an emphasis on machine learning techniques.

    ECOE 554  Machine Learning
    An introduction to the fields of machine learning and data mining from a statistical perspective. Machine learning is the study of computer algorithms that improve automatically through experience. Vast amounts of data generated in many fields from biology to finance to linguistics makes a good understanding of the tools and techniques of machine learning indispensable. Topics covered include regression, classification, kernel methods, model assessment and selection, boosting, neural networks, support vector machines, nearest neighbors, and unsupervised learning.

    CMSE 531  Introduction to Computational Science
    An introduction to methods and software tools used in scientific computing. Software development, data abstraction and the concept of object oriented programming. Hands-on exploration of some of the principal modern software tools of computational science including computing environments, symbolic computing, numerical libraries and software repositories. An introduction to high performance computing and parallel programming.


    Quantitative Methods

    QMBU 550  Selected Topics in Quantitative Methods
    Topics will be announced when offered.

    MATH 503  Applied Mathematics
    Linear algebra: generalized vector space, eigenvalue problem, diagonalization, quadratic forms. Field theory: divergence theorem, Stokes' theorem, irrotational fields. Sturm-Liouville theory, Bessel functions, Legendre polynomials. Partial differential equations: diffusion and Laplace equations by separation of variables and Sturm-Liouville theory, wave equation. Weighted residuals method. Integral transform and Green's function solution of partial differential equations, complex variables, variational calculus and introduction to perturbation methods. Engineering applications.

    MATH 504  Numerical Methods I
    A graduate level introduction to matrix-based computing. Stable and efficient algorithms for linear equations, least squares and eigenvalue problems. Both direct and iterative methods are considered and MATLAB is used as a computing environment.

    MATH 506  Numerical Methods II
    Development and analysis of numerical methods for ODEs, an introduction to numerical optimization methods, and an introduction to random numbers and Monte Carlo simulations. The course starts with a short survey of numerical methods for ODEs. The related topics include stability, consistency, convergence and the issue of stiffness. Then it moves to computational techniques for optimization problems arising in science and engineering. Finally, it discusses random numbers and Monte Carlo simulations. The course combines the theory and applications (such as programming in MATLAB) with the emphasis on algorithms and their mathematical analysis.

    MATH 531  Real Analysis I
    Lebesgue measure and Lebesgue integration on Rn, general measure and integration, decomposition of measures, Radon-Nikodym theorem, extension of measures,  Fubini's theorem.

    MATH 532  Real Analysis II
    Normed and Banach spaces, Lp-spaces and duals, Hahn-Banach theorem, Baire category and uniform boundedness theorems, strong, weak and weak*-convergence, open mapping theorem, closed graph theorem.

    MATH 544  Stochastic Processes and Martingales

    Stochastic processes, stopping times, Doob-Meyer decomposition, Doob's martingale convergence theorem, characterization of square integrable martingales, Radon-Nikodym theorem, Brownian motion, reflection principle, law of iterated logarithms.

    MATH 545  Mathematics of Finance

    From random walk to Brownian motion, quadratic variation and volatility, stochastic integrals, martingale property, Ito formula, geometric Brownian motion, solution of Black-Scholes equation, stochastic differential equations, Feynman-Kac theorem, Cox-Ingersoll-Ross and Vasicek term structure models, Girsanov's theorem and risk neutral measures, Heath-Jarrow-Morton term structure model, exchange-rate instruments.

    ECOE 505  Linear Systems and Estimation Theory
    Linear functions and linear dynamical systems, Multiple Input Multiple Output (MIMO) Systems, State Space Descriptions, Quadratic Forms, Maximum Likelihood and Maximum Aposteriori Estimation,  SVD and Its Applications, Deterministic and Stochastic Least Squares, Wiener and Kalman Filtering, Spectral Factorization.

    ECOE 556  Algorithms and Computational Complexity
    Advanced topics in data structures, algorithms, and their computational complexity. Asymptotic complexity measures. Graph representations, topological order and algorithms. Forests and trees. Minimum spanning trees. Bipartite matching. Union-find data structure. Heaps. Hashing. Amortized complexity analysis. Randomized algorithms. Introduction to NP-completeness and approximation algorithms. The shortest path methods. Network flow problems.
    Management

    MGMT 501  Managing Organizations
    Extant research and theorizing on organizations employed in dealing with management problems. Goals and effectiveness, the external context of organizations, organization culture, organization design, and process issues like decision making, power, politics, conflict, and the management of change. Discussion is framed in a comparative perspective to develop a better understanding of the institutional context of organizational and managerial practice.

    MGMT 507  Human Resource Management

    Effective management of human resources emerges as a key factor for competitive business advantage; the knowledge and skills needed to manage personnel in business organizations.

    MGMT 503  International Business Transactions
    This course will examine the legal foundations of international business transactions. As an interdisciplinary course designed specifically for non-lawyers, i.e., entrepreneurial MBA students interested in a career in international business, it will cover the basic legal structure and terms of international business transactions. Emphasis will be placed on case studies, practical instruction, student participation and team projects. Students will become proficient in the specific language and law of international commerce. They will gain working knowledge of the design and implementation of international transactions. Students will hone their critical thinking and analytical abilities through the creation and execution of a sample international deal.

    MGMT 502  Organizational Behavior
    Human behavior and interpersonal relations as they occur in organizational context, particularly work teams.

    Economics

    MGEC 503  Game Theory for Business Managers
    Game theory analyzes situations in which two or more individuals (or firms, political parties, countries) interact in a strategic manner. It has proved useful in helping us better understand situations involving conflict and/or cooperation and has found many applications in business, economics, political science, law, and biology. Among those applications are firm competition in markets, technological races, auctions, arms-races among countries, and party competition for votes. This course aims to provide a systematic introduction to the tools of game theory and some of its applications with special emphasis to the business world.

    MGEC 532  Advanced Topics In Political Economy And Turkey

    Topics to be covered include globalization and the nation state debate; multilateral agreements: from GATT to WTO, new regionalism in comparative perspective; the European model of political economy and its future trajectory; NAFTA and Asia Pacific: evolution and future prospects; neo-liberal reforms and democratization in Latin America and Eastern Europe; dynamics of emerging market crises andB the reform of the IMF; transnational corporations and FDI: positive and normative dimensions; the emerging post-Washington Consensus and the future of North-South relations; trans-nationalism and global governance; issues in the political economy of Turkey.

    MGEC 550  Selected Topics in Economics
    Topics will be announced when offered.

    ECON 505  Topics in Microeconomics
    Focus is on applications that build on microeconomic foundations.  Topics will be announced before the semester.

    ECON 507  Macroeconomics I
    Long-term economic growth; overlapping generations models; consumption, saving, and investment; real interest rates and asset prices; money and inflation.

    ECON 508  Macroeconomics II
    Classical and Keynesian theories of cyclical fluctuations;  real business cycle theory;  determination of employment and real wages; credit markets and financial stability;  stabilization policy.

    ECON 509  Topics in Macroeconomics
    Focus is on applications that build on macroeconomic foundations.  Topics will be announced before the semester.

    ECON 513  Topics in Econometrics
    Focus is on econometric applications which build on either micro- or macroeconomic foundations.  Students will acquire proficiency with standard econometric software.  Topics will be announced before the semester.

    ECON 550 Topics in Economics
    Focus is on applications which build on a broad foundation, requiring elements of both micro- and macroeconomics.  Topics will be announced before the semester.

    ECON 580  Research Methods in Economics
    Develops research skills (including writing and presentation skills):  Literature review, reading and presenting others' work;  identifying a research topic and narrowing it down to a research question;  writing a research proposal;  methodology:  interplay between theory, econometrics and data.  Features research presentations by regular and visiting faculty.
     

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