Samuel E. Bodily
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GBUS 8900 Management Decision Models
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Schedule    Last updated: 08/19/2011 11:41:45 AM 

Q1 Late Week Fall 1st Half, 11:45-1:10 PM, Room 280
Class #/Date Topic Reading Preparation Comments
(see Notes*)
1 8/24/11 Wednesday Creating a Dynamic Model Influence Diagrams Internet Rapide (UVA QA-0617) Submit File
2 8/25/11
Thursday		 Markov Switching Processes Markov Brand-Switching Models, MNB One Credit Card Portfolio (UVA-QA-0613)  
3 8/31/11 Wednesday Risk Preference Risk Preference and Utility, chapter 9 of QBA: Text and Cases, 1. Assessing Your Own Utility.
2. Exercises 1 and 2 at the end of the reading.		 Complete levels 1&2 of Risk Preference Utility Math
4 9/01/11 Thursday Risk Preference Utility   Risk Preference Utility Caselets (UVA-QA-0703) Complete levels 3&4 of Risk Preference Utility Math
5 9/02/11 Friday Real-time Modeling   (no advance preparation)  
6 9/07/11 Wednesday Discrete Event Simulation   Marsh & McLennan (A) (9-171-303 Rev 8/26/92)  
7 9/08/11 Thursday Discrete Event Simulation   Stars and Stripes Submit Choice
8 9/15/11
Thursday		 Random Walk   The Zeckendorf Company (9-186-135, Rev 3/29/94)  
9 9/16/11 Friday Random Walk Lecture Simulation of Prices, Rates and Cash Flows (A) (9-203-056)    
10 9/21/11 Wednesday Estimating a Random Walk, Project Evaluation   ChinaCarb
(UVA-QA-0759)		 Submit  PowerPoint File (Solo or Group)
11 9/22/11 Thursday Intro to Real Options Real Options Scor-eStore.com  
12 9/28/11 Wednesday

Correlated Variables, Exposure & Hedging

 Risk Exposure and Hedging; Using OptQuest; Correl-ations in Crystal Ball John Carter: Hedging (UVA-QA-0596) Submit Results File
13 9/29/11 Thursday McKinsey Guest Case Organizational Use of Decision Analysis McKinsey Guest Case  
14 10/5/11 Wednesday Real Options

Reference: Risk Preference and Utility  (used in class 5)

 Enron Corporation's Weather Derivatives (A) and (B)  (UVA-F-1299) and (UVA-F-1300)  
15 10/6/11 Thursday Integration   Petrosupra Exploration  
Exam out 10/06/11 
Thursday		     Exam due 10/12/11 Wednesday
5:00 P.M.		  

*Notes: 
1.  On submit file days, students will submit in advance of class a decision, an Excel spreadsheet, or PowerPoint file containing some of their preparation. 

Updated: 08/19/11 11:41 AM