The MIF Extension Program provides an opportunity for finance professionals to take MIF Elective course(s) of their particular interest together with regular MIF students on a non-degree basis. The extension program allows practitioners with limited time but have specific interest in a topic area relating to their profession that they wish to keep up. Enrolled students also benefit from shared expertise from a more diverse student body.
|Couerse||Application submission period||Class period|
|Structured Products||Now - August 30, 2016||Saturday September, 2016|
Tentative course timing: Saturday September, 2016
Credit hours: 1.5 Credits (21 hours of lecture and in class analysis)
Prerequisite: General knowledge in equity, fixed income, and derivative securities
This course is intended for graduate students and industry professionals who wish to further their understanding about structured products. The objective is to familiarize students with structured products in equity (such as ETFs), fixed income (such as interest rate products, mortgage-back securities), and derivatives (such as derivative warrants, Asian options, FX products). You will learn about the basics of the product, economic benefits of using the products, how to use the products for purposes such as risk management or trading, and importantly how to design non-existing products from current securities for your clients. In some cases we will also cover pricing of the products. The course covers products existing in international markets and some in Thai markets. The first part of the course will be used to review basic knowledge in fixed income and derivative securities, and the second part will follow with the design and use of structured products.
Instructor Bio: Assistant Professor Anchada (Aida) Charoenrook, Ph.D.
Anchada Charoenrook is currently Assistant Professor of finance at Thammasat Business School. Anchada's specializations are in theoretical and empirical asset pricing, economic modeling, derivatives, and corporate finance related to asset pricing. Anchada has a M.S. and Ph.D. in Electrical Engineering (electronics) from the University of Washington, Seattle. She also has a M.S. and Ph.D. in Finance from the University of Michigan, Ann Arbor. Previous teaching experience includes 5 years at Vanderbilt U. (USA), 3 years at Washington U., St. Louis (USA), 1 year at Southern Methodist University (USA). Courses currently and previously taught include Managerial finance, Investments, Derivative assets, Fixed income securities, Structured products, and theoretical asset pricing and analysis. Anchada has experience teaching at BS, MS, and Ph.D. levels. cond part will follow with the design and use of structured products.