MIC 2001: FINANCIAL ENGINEERING

3-0-0-3

Introduction to basic interest theory, risk free and risky assets, Binomial tree model, Martingale property, Discrete time market models.

Portfolio optimization: Markowitz model, The Two and One Fund theorem, The Capital Asset Pricing model, Arbitrage pricing theory. Forwards, Futures, Swaps, Hedging, Lognormal random variables, Random walk and Weiner processes, Itos Lemma.

Options: Put-Call parity, European and American options, Asian and other path dependent options. Option pricing: Single and multi-period binomial models, Cox-Ross-Rubinstein formula, Black-Scholes formula, The Log-Optimal pricing formula.

References:

1. David.G. Luenberger, Investment Science, Oxford University Press. 2. M. Capinski and T.Zastawniak, Mathematics for Finance, Springer 3. D. Lamberton and B.Lapeyre, Introduction to Stochastic Calculus applied toFinance,Chapman & Hall. 4. John C. Hull, Options, Futures, and Other Derivatives, Prentice- Hall Inc.

Note: 20% choice may be given while setting the question paper.

MIC 2002: SUPPLY CHAIN & LOGISTICS MANAGEMENT

3-0-0-3

Introduction to Supply Chains: Inbound, Internal, Outbound. Decision Phases in Supply Chains , Supply Chain Efficiency and Responsiveness , Achieving Strategic Fit , Supply Chain Performance Drivers , Measure of Forecast error in Supply Chains ,Aggregate Planning strategies in supply chains, Quantitative Examples , Aggregate Planning using LPP. Solutions to predictable variability in Supply Chains , Economies of scale in supply chains , Estimate of cycle inventory , Determination of safety inventory, Impact of Aggregation and Replenishment Policies in Safety Inventory, Quantitative examples , Factors affecting Optimal Level of Product availability.

Introduction to logistics , significance of reverse logistics , 3PL, 4PL,design of transportation networks , Routing and Scheduling in Transportation, Quantitative Models, Factors influencing network design , Material Handling, Models for factory location and capacity allocation , New concepts in SCLM.

References: Sunil Chopra, Peter Meindl, Supply Chain Management Strategy, Planning and Operation , 3e, Pearson Education Donald J. Bowersox & David J. Closs, Logistical Management, TMH. Martin Christopher, Logistics and supply chain management, Financial times management. Jeremy F. Shapiro, Modeling and Supply Chain,. Thomson Learning, 2001. David Taylor and David Brunt, Manufacturing Operations and Supply Chain Management, Vikas Thomson Learning, 2001. David Simchi Levi & Philip Kaminsk, Designing and Managing the Supply Chain, McGraw-Hill Companies Inc.

Note: 20% choice may be given while setting the question paper.

MIC 2101: OPTIMISATION & CIM LABORATORY

List of Experiments: Solutions of operations research problems using TORA Solutions of operations research problems using WIN QSB Simulation of discrete event system models using ARENA Simulation of continuous system models using VENSIM PLE Study and experiment on ROBOT Sequencing operations using PLC Programming Measurement using vision inspection system

MIE 2005: HUMAN ASPECTS OF MANAGEMENT

3-0-0-3

Dimensions of human behaviour: self development, perception, motivation, personality and leadership concepts, theories and applications. Modes of values, beliefs, attitudes and intelligence in determining human behaviour. Group dynamics-nature of groups and group decision making. Conflict management. Transactional Analysis .

Organizational Development: Concepts of QWL, Organizational change, Goals of organizational change and organizational development, Concept of organizational climate, health and effectiveness. Organizational culture: nature and characteristic, motivation of person across cultures, managerial leadership across cultures.

Human Resource Management: Concepts and objectives, Man power planning, Recruitment and selection, Training and development, Performance appraisal, Wage and salary administration, Grievance handling, Compensation policies, Safety and health maintenance, Labour legislation. Case studies. References:

Jerry l. Gray, Frederick A. Stark,Organisational Behaviour concepts and applications Fred Luthans ,Organizational Behaviour ,McGraw Hill Stephen P.Robbins ,Organizational Behaviour ,Pearson Education. Uma Sekharan ,Organizational Behaviour-Text and Cases ,TMH Gary Dessler, Human Resource Management ,PHI. Scott ,Personnel Management ,TMH

CEI 2003

Environment And Pollution

3-0-0-3

Introduction to Environment- components of environment man and environment.

Natural resources- Water, Land, Forest, Mineral, Energy, Food.

Introduction to environmental pollution General pollutants; types of Pollutants

Pollution-Air, Water, Land, Noise, Thermal, Marine, Pesticide, Radioactive, Plastic.

Pollution Case studies, Population and the Environment. Environmental ethics, Disaster Management.

References:

1.P.Aarne Vesilind, Introduction to Environmental Engineering, PWS Publishing Company.

2.Dr.N.Arumugam & Prof.V.Kumaresan,Environmental Studies, Saras Publication.

3.Surinder Deswal & Dr.Anupama Deswal, A Basic Course in Environmental Studies, Dhanpat Rai and Co (P) Ltd.

Note: 20% choice may be given at the time of setting the question paper