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
54:25Fixed-Income Securities III
This lecture, part of MIT's advanced finance theory course, delves into the pricing and risk management of fixed-income securities. It covers arbitrage-free valuation models and interest rate sensitivity.
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
Coupon Bonds, Macaulay Duration, Convexity & Replication Arbitrage
Next · Lecture 7Fixed-Income Securities IV