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Massachusetts Institute of Technology

Finance Theory I (Fall 2008)

Massachusetts Institute of Technology via MIT OpenCourseWare

Overview

Course Features

  • Video lectures
  • Captions/transcript
  • Lecture notes
  • Assignments: problem sets with solutions
  • Exams and solutions

Course Description

This course introduces the core theory of modern financial economics and financial management, with a focus on capital markets and investments. Topics include functions of capital markets and financial intermediaries, asset valuation, fixed-income securities, common stocks, capital budgeting, diversification and portfolio selection, equilibrium pricing of risky assets, the theory of efficient markets, and an introduction to derivatives and options.

Syllabus

Ses 1: Introduction and Course Overview.
Ses 2: Present Value Relations I.
Ses 3: Present Value Relations II.
Ses 4: Present Value Relations III & Fixed-Income Securities I.
Ses 5: Fixed-Income Securities II.
Ses 6: Fixed-Income Securities III.
Ses 7: Fixed-Income Securities IV.
Ses 8: Equities.
Ses 9: Forward and Futures Contracts I.
Ses 10: Forward and Futures Contracts II & Options I.
Ses 11: Options II.
Ses 12: Options III & Risk and Return I.
Ses 13: Risk and Return II & Portfolio Theory I.
Ses 14: Portfolio Theory II.
Ses 15: Portfolio Theory III & The CAPM and APT I.
Ses 16: The CAPM and APT II.
Ses 17: The CAPM and APT III & Capital Budgeting I.
Ses 18: Capital Budgeting II & Efficient Markets I.
Ses 19: Efficient Markets II.
Ses 20: Efficient Markets III & Course Summary.

Taught by

Prof. Andrew Lo

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