Framework of Financial Analysis, Cash Flows & Risk Valuation
1:07:12Present Value Relations, Discount Factors & Arbitrage Pricing
1:15:55Present Value Relations II
1:20:15Inflation, Term Structure of Interest Rates & Fixed-Income Securities
1:11:57Coupon Bonds, Macaulay Duration, Convexity & Replication Arbitrage
1:19:19Fixed-Income Securities III
1:19:54Fixed-Income Securities IV
1:15:57Equities
1:15:30Forward and Futures Contracts I
1:19:13Forward and Futures Contracts II & Options I
1:19:50Options II
58:53Options III & Risk and Return I
1:07:01Risk and Return II & Portfolio Theory I
1:18:37Portfolio Theory II
1:20:40Portfolio Theory III & The CAPM and APT I
1:18:34The CAPM and APT II
1:15:25The CAPM and APT III & Capital Budgeting I
1:20:28Capital Budgeting II & Efficient Markets I
1:19:50Efficient Markets II
1:20:10Efficient Markets III & Course Summary
54:25Forward and Futures Contracts I
This lecture introduces the foundational concepts of forward and futures contracts, exploring their characteristics, pricing mechanisms, and roles in hedging and speculation.
MIT 15.401 Finance Theory I, Fall 2008
View the complete course: http://ocw.mit.edu/15-401F08
Instructor: Andrew Lo
More courses at http://ocw.mit.edu