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MIT 15.401: Finance Theory I →0/20
1

Framework of Financial Analysis, Cash Flows & Risk Valuation

1:07:12
2

Present Value Relations, Discount Factors & Arbitrage Pricing

1:15:55
3

Present Value Relations II

1:20:15
4

Inflation, Term Structure of Interest Rates & Fixed-Income Securities

1:11:57
5

Coupon Bonds, Macaulay Duration, Convexity & Replication Arbitrage

1:19:19
6

Fixed-Income Securities III

1:19:54
7

Fixed-Income Securities IV

1:15:57
8

Equities

1:15:30
9

Forward and Futures Contracts I

1:19:13
10

Forward and Futures Contracts II & Options I

1:19:50
11

Options II

58:53
12

Options III & Risk and Return I

1:07:01
13

Risk and Return II & Portfolio Theory I

1:18:37
14

Portfolio Theory II

1:20:40
15

Portfolio Theory III & The CAPM and APT I

1:18:34
16

The CAPM and APT II

1:15:25
17

The CAPM and APT III & Capital Budgeting I

1:20:28
18

Capital Budgeting II & Efficient Markets I

1:19:50
19

Efficient Markets II

1:20:10
20

Efficient Markets III & Course Summary

54:25

Forward and Futures Contracts II & Options I

Andrew LoDistinguishedMIT

Professor

1:19:50·2013·graduate level

The session continues the discussion on futures contracts, analyzing their valuation and market dynamics, and then introduces the fundamental concepts and types of options.

EconomicsFinancial Theory & MarketsFutures ValuationOptions ContractsCall Options

MIT 15.401 Finance Theory I, Fall 2008

Source: MIT OpenCourseWare via YouTubeWatch on YouTube
LecturerAll lecturers →
Andrew LoDistinguished

Charles E. and Susan T. Harris Professor of Finance, MIT Sloan

MIT Sloan Professor of Finance and Director of the MIT Laboratory for Financial Engineering, originator of the Adaptive Markets Hypothesis.

1 course · 20 lecturesCanon
Previous · Lecture 9

Forward and Futures Contracts I

Next · Lecture 11

Options II

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