MIT 15.401 Session 1: Framework of Financial Analysis, Cash Flows & Risk Valuation
1:07:12MIT 15.401 Session 2: Present Value Relations, Discount Factors & Arbitrage Pricing
1:15:55Ses 3: Present Value Relations II
1:20:15MIT 15.401 Session 4: Inflation, Term Structure of Interest Rates & Fixed-Income Securities
1:11:57MIT 15.401 Session 5: Coupon Bonds, Macaulay Duration, Convexity & Replication Arbitrage
1:19:19Ses 6: Fixed-Income Securities III
1:19:54Ses 7: Fixed-Income Securities IV
1:15:57Ses 8: Equities
1:15:30Lecture 9: Forward and Futures Contracts I (15.401)
1:19:13Lecture 10: Forward and Futures Contracts II & Options I (15.401)
1:19:50Lecture 11: Options II (15.401)
58:53Lecture 12: Options III & Risk and Return I (15.401)
1:07:01Lecture 13: Risk and Return II & Portfolio Theory I (15.401)
1:18:37Lecture 14: Portfolio Theory II (15.401)
1:20:40Lecture 15: Portfolio Theory III & The CAPM and APT I (15.401)
1:18:34Lecture 16: The CAPM and APT II (15.401)
1:15:25Lecture 17: The CAPM and APT III & Capital Budgeting I (15.401)
1:20:28Lecture 18: Capital Budgeting II & Efficient Markets I (15.401)
1:19:50Lecture 19: Efficient Markets II (15.401)
1:20:10Lecture 20: Efficient Markets III & Course Summary (15.401)
54:25Ses 8: Equities
This lecture segment from MIT's advanced Finance Theory I course delves into the fundamental principles of equity valuation, exploring models for stock pricing, market efficiency, and the role of derivatives in managing equity risk.
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
Ses 7: Fixed-Income Securities IV
Next · Lecture 9Lecture 9: Forward and Futures Contracts I (15.401)
Seminar notes & discussion
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