15.401 Finance Theory I (Fall 2008, MIT OCW). Taught by Professor Andrew Lo, this course provides a rigorous introduction to the fundamentals of modern financial analysis and applications to business challenges in valuation, risk analysis, corporate investment decisions, and basic security analysis and investment management.
555 years, 6 months
20
The four major sections of the course are: (A) an introduction to the financial system, the financial challenges firms and households face, and the principles of modern finance in tackling these challenges; (B) valuation of stocks, bonds, forwards, futures, and options; (C) methods for incorporating risk analysis into valuation models, including portfolio theory, mean-variance optimization, and the Capital Asset Pricing Model; and (D) applications to corporate financial decisions, including capital budgeting and real options. (from ocw.mit.edu)
Course Currilcum
- Lecture 01 – Introduction and Course Overview Unlimited
- Lecture 02 – Present Value Relations I Unlimited
- Lecture 03 – Present Value Relations II Unlimited
- Lecture 04 – Present Value Relations III & Fixed-Income Securities I Unlimited
- Lecture 05 – Fixed-Income Securities II Unlimited
- Lecture 06 – Fixed-Income Securities III Unlimited
- Lecture 07 – Fixed-Income Securities IV Unlimited
- Lecture 08 – Equities Unlimited
- Lecture 09 – Forward and Futures Contracts I Unlimited
- Lecture 10 – Forward and Futures Contracts II & Options I Unlimited
- Lecture 11 – Options II Unlimited
- Lecture 12 – Options III & Risk and Return I Unlimited
- Lecture 13 – Risk and Return II & Portfolio Theory I Unlimited
- Lecture 14 – Portfolio Theory II Unlimited
- Lecture 15 – Portfolio Theory III & The CAPM and APT I Unlimited
- Lecture 16 – The CAPM and APT II Unlimited
- Lecture 17 – The CAPM and APT III & Capital Budgeting I Unlimited
- Lecture 18 – Capital Budgeting II & Efficient Markets I Unlimited
- Lecture 19 – Efficient Markets II Unlimited
- Lecture 20 – Efficient Markets III & Course Summary Unlimited
