Finance

· MSc in Banking and Finance

In this program students will learn about the role and functionality of financial institutions (especially banks) in the economy, the different risks associated with banks operation, projects evaluation and valuation of businesses. Students will also gain practical skills in understanding banks financial statements, econometric techniques and modeling risk associated with banks using scientific and commercial software.

·MSc in Financial Engineering and Risk Management

The finance industry needs professionals who possess mathematical modelling skills and computational expertise. The MSc in Financial Engineering and Risk Management Program at Khatam University meets those needs by merging mathematical and statistical tools with financial theories in order to prepare our graduates for successful careers in financial sector. Graduates of this Program apply these concepts to build models, solve problems and evaluate opportunities in areas such as risk modelling in capital markets, asset management and derivatives trading.

The graduates of either program will have the opportunity to work in different financial sectors such as banking, investment banking, investment advisories, mutual funds, brokerage companies and hedge funds.

The program includes four terms and involves 12 core modules, five foundation modules and a dissertation. In the first semester students will take five foundation modules while during the second and third semesters they will get on with the remaining core modules. The dissertation is written over the third and fourth semester and is overseen by an academic supervisor. In order to be able to graduate students will have to present their dissertation to a committee which consist of their supervisors, faculty members of the department and one external examiner.

Term

Financial Engineering And Risk Management

Banking And Finance

Type

No. Of Credits

1st

Corporate Finance

Corporate Finance

Foundation

2

Statistics For Finance

Statistics For Finance

Foundation

2

Financial Modelling With VBA And Matlab

Financial Modelling With VBA And Matlab

Foundation

2

Mathematical Finance

Mathematical Finance

Foundation

2

Finance Technical Language

(Computational Finance)

Finance Technical Language

(Banking)

Foundation

2

Technical  Analysis

Analysis Of

Banks Financial Statements

Core

2

Financial Markets And Institutions

Financial Markets And Institutions

Core

2

2nd

Advanced Investment Management

Advanced Investment Management

Core

2

Financial Engineering I

Financial Engineering

Core

2

Stochastic Processes For Finance

Banking And Islamic Banking

Core

2

Risk Modelling

Risk Modelling

Core

2

Econometrics

Investment Valuation

Core

2

3rd

Investment Valuation

Econometrics

Core

2

Financial Time Series

Project Appraisal And Financing

Core

2

Financial Engineering II

International Banking

Core

2

 Fixed Income Derivatives

Risk Management In Banks

Core

2

Research Methods

Research Methods

Core

2

Dissertation

Dissertation

-

6

 

All the staff are highly accredited, experienced and most of them are currently active in top tier financial institutions thus being able to demonstrate use of financial theories and tools in professional career.

Name

Degrees

Research Interests

Teaching Modules

Dr Pouyanfar

PhD in Finance (Tehran University)

MSc Mathematical Trading  And Finance (Cass Business School)

Risk Modelling

Business Valuation

High-Frequency Trading

Risk Modelling

Valuation

Econometrics

Investment Management

Dr Jamalian

PhD in Financial management (Tehran University)

MA Financial Management

Asset Pricing

Advanced Investment Management

Financial Markets And Institutions

Dr Rastegar

PhD in Financial Engineering (Geneva University- Italy)

MSc Mathematics

Derivatives Pricing

Agent-Based Modelling

Risk Management

Financial Engineering And Fixed Income Derivatives

Dr Shirzadi

PhD in Finance (Tehran University)

MA Financial Management

High-Frequency Trading

Financial Engineering Financial Institutions

Dr Asima

PhD in Banking (Tehran University)

MA Financial Management

Asset Pricing

Portfolio Optimization

Investment Valuation

Financial Institutions

Project Appraisal And Financing

Dr Shams

PhD in Finance (Tehran University)

MA Financial Management

Quantitative Methods In Finance

Econometrics

Investment Management

Dr Pougholamali

PhD in Accounting (Tehran Azad University)

MA Accounting

Banking Industry

Islamic Banking And Bank Management

Financial Accounting

Dr Hassanlou

PhD in Industrial Engineering (Elmo Sanat University-Iran)

MA Industrial Engineering

Portfolio Optimization

Meta Heuristic Methods

Derivatives Pricing

Stochastic Processes For Finance And Research Methods

Dr Mosavi

PhD in Financial Economics (Southampton University-UK)

MA Financial Management

Technical Analysis

Forecasting

Portfolio Optimization

Econometrics

Financial Time Series

Dr Rahimian

PhD in Economics (Bocconi University- Italy)

MA Economics

High-Frequency Trading

Quantitative Methods

Financial Modelling With VBA And Matlab

Dr Dadbin

PhD in Banking (Tehran University)

MA Financial Management

High-Frequency Finance

Banking Risk Management

Business Valuation

Finance Technical Language

Investment Valuation

Corporate Finance

Dr Hossaini

PhD in Insurance (Tehran University)

MA Financial Management

Behavioural Finance

High-Frequency Trading

Technical  Analysis

Mr Tajik

PhD Candidate in Management and Finance (University of Leicester, UK)

MSC & BEng in Aerospace Engineering (University of Manchester)

Algorithmic Trading solutions

Automated Market Making

Technology in Finance

Financial Modelling With VBA And Matlab

 

Program

1st Priority

2nd Priority

3rd Priority

Banking and Finance

Modelling Banking Risk

Project Appraisal and Financing

Topics mentioned in Financial Engineering and Risk Management

Financial Engineering and Risk Management

Designing  and Pricing Financial Instruments

Risk Modelling in Financial Markets

Topics mentioned in Banking and Finance