학부교과목


  • MGE201 Operations ResearchⅠ [계량경영학Ⅰ]
    This course is an introduction to the key aspects of operations research methodology. Students will model and solve a variety of problems using deterministic and stochastic operations research techniques. Topics include basic theory, modeling, the use of computer tools, and interpreting results.
  • MGE205 Investments [투자론]
    The course objective is to introduce the theory and practice of investments from the point of view of an investment/portfolio manager. We will begin with a review of asset classes, financial history, and preferences for risk. Next, we will have a brief review of statistics and finance and we will review matrix algebra. We will then apply these tools to examine the trade-off between risk and return and to develop and implement Modern Portfolio Theory. The major topics covered will include the Capital Asset Pricing Model (CAPM), Markowitz optimization, performance evaluation, market efficiency, and Arbitrage Pricing Theory (APT). The last portion of the course will be devoted to fixed income securities including interest rates, bond valuation, and bond immunization. The course is primarily conducted in the lecture/discussion format. Throughout the course, our focus will be on applying analytical tools to solve multi-step financial problems. Just knowing how to plug numbers into formulas or memorizing problems will not be sufficient for a passing grade in this course. In addition, there will be a reasonable amount of material that you will be responsible for that we will not have time to cover in class. Hopefully, most of this will be more information oriented rather than problem solving. Note that there are many variations to the basic problems and concepts that we cannot cover in class, so it is very important to understand how to apply the concepts.
  • MGE209 Operations Management [생산관리]
    Operations management is basically concerned with the production of quality goods and services, and how to make efficient and effective business operations. It involves subjects in the analysis of production planning, inventory and quality control, cost and performance analysis, and supply chain management.
  • MGE303 Data Mining [데이터마이닝]
    Data mining is comprised techniques from statistics, AI, and computer science. It is applied not only to conventional engineering and science problems, but also to various business areas such as manufacturing, marketing and finance. This course introduces basic data mining problems (clustering, classification, and association analysis) and the respective algorithms and techniques. In addition, students will learn about actual business problems, goals, and the environment in which data mining is applied. Cases in various areas will be studied. Students are strongly encouraged to identify and solve real world business problems using data mining techniques so that they improve their relevance to human interface design.
  • MGE304 Management Engineering Methodology [경영공학 방법론]
    Management engineering links engineering, science, and management to plan and operate management strategy of corporations. This course will cover a variety of models and methods in the field of management engineering, ranging from qualitative frameworks to quantitative techniques. Students are expected to develop the capability to synthesize engineering technology and management strategy.
  • MGE305 Operations Research Ⅱ [계량경영학 Ⅱ]
    Operations Research II is the second of a two-course sequence that introduces students to models commonly used in the analysis of complex decision-making problems. Modeling approaches and fundamental solution methodologies will be emphasized. This course covers a variety of ways in which deterministic and stochastic models in Operations Research can be used and applied to solve practical problems. Topics for this course include nonlinear and integer programming, dynamic programming, Markov decision processes, and queueing theory.
  • MGE306 Derivatives [파생상품]
    This course covers main topics in futures, options and other derivatives securities. It provides a working knowledge of how derivatives are analyzed and/or valued, and covers the derivatives market structures, trading strategies and valuation issues involving derivatives contracts. Covered topics may include hedging commodity price risk, structuring protected equity notes, managing interest rate risk exposures, swapping fixed for floating interest rate payments, and managing currency risk exposures.
  • MGE311 Quantitative Finance [계량재무론]
    In this course, we will review of basic probability theory with random variables, expectation, variance and covariance, the properties of normal distribution and the central limit theorem. Students are going to understand the asset dynamics models and bond, forward/future, option pricing.
  • MGE312 Quantitative Risk Management [정량적 리스크 관리]
    This course is designed to study effective ways of managing financial risks from the perspective of corporations and financial institutions. Major topics include ALM(Asset liability management), VaR, interest rate risk management, credit risk management, and exchange risk management. Other topics include practical cases and statistical tools for risk manage- ment. Finally, this course deals with theories and recent advances in structured products, interest and credit-related derivatives as a tool for risk management. Students are required to have a solid understanding of basics of futures, options and swaps.
  • MGE362 Quality Management [품질관리]
    The objective of this course is to teach various methods that can be used for improving the quality of products and processes. Topics for this course are quality system requirements, designed experiments, process capability analysis, measurement capability, statistical process control, and acceptance sampling plans.
  • MGE404 Business Process Management [프로세스 관리]
    Business processes are ubiquitous in modern organizations and their execution is increasingly supported by advanced information systems, which make available a large amount data related to their design and execution. The first part of this course focuses on the typical phases of business process management in an organisation, that is, business process identification, business process modelling (using BPMN 2.0), and business process analysis and improvement. The second part focuses on process mining, that is, a state of the art technique to extract knowledge about business processes, e.g., process models, from the logs of the IT systems supporting their execution.
  • MGE405 Applied Programming for Management Engineering [경영공학프로그래밍]
    This courses focuses on Python as a programming language and covers basic and advanced topics related to algorithm design and data management. The first part of the course focuses on fundamental data structures (e.g., stacks, queues, trees, heaps) and algorithms (e.g., recursion, sorting) for programming. In the second part, the course looks at advanced data structures, such as graphs, and advanced aspects related to data acquisition and processing, e.g., natural language and text processing or tracking and processing of live Twitter streams. The objective of the course is to give students the ability to design advanced algorithms for acquiring, storing and processing effectively data regardless of the application domain
  • MGE411 Financial Engineering and Trading Management [금융공학 및 트레이딩 관리]
    This course is for the student who is interested in modeling the financial derivatives trading. The general quantitative finance will be presented excluding mathematical proofs. All the theoretic explanation will be implemented with the Microsoft Excel for the practical uses during the class.
  • MGE412 Advanced Quantitative Finance [고급계량재무론]
    In this course, we will learn about the stochastic process on the continuous time line and the theoretical approaches for finding financial derivatives values. This course will mainly focus on understanding main properties on Brownian motion and the derivative pricing theory with a Black-Scholes_Merton approach and a probabilistic approach. This course will focus mainly on the theory but examines some estimation methods as well empirical evidence.
  • MGE413 Fixed Income Analysis [이자율 상품 분석]
    This course is designed to introduce the fixed income market. Students are going to understand the time value of money and the relation between price and yield. The derivatives products underlain by money or bond such as swaps or options will be introduced as well. Most of explanations will be applied to practical market situations.
  • MGE414 Time-series Analysis [시계열 분석]
    This course introduces regression analysis and applications to investment models. Principal components and multivariate analysis. Likelihood inference and Bayesian methods. Financial time series. Estimation and modeling of volatilities. Statistical methods for portfolio management.
  • MGE450 Project Lab. [프로젝트 랩]
    Students and strategic partners from industry will work in project teams and undertake management engineering industrial projects. The teams must aim to disseminate completed project outcomes to industry. The progress of each project will be reviewed based on formal presentations
  • MGE470 Special Topics in MGEⅠ [MGE 특론Ⅰ]
    This course is designed to discuss contemporary topics in Management Engineering. Actual topics and cases will be selected by the instructor and may vary from term to term.
  • MGE471 Special Topics in MGE Ⅱ [MGE 특론Ⅱ]
    This course is designed to discuss contemporary topics in Management Engineering. Actual topics and cases will be selected by the instructor and may vary from term to term.
  • MGE472 Special Topics in MGE Ⅲ [MGE 특론 Ⅲ]
    This course is designed to discuss contemporary topics in Management Engineering. Actual topics and cases will be selected by the instructor and may vary from term to term.