Browse Course Material
  • Syllabus

  • Calendar

  • Readings

  • Recitations

  • Problem Sets

  • Exams

  • Video Lectures and Slides

    • Introduction and Course Overview
    • Present Value Relations
    • Fixed-Income Securities
    • Equities
    • Forward and Futures Contracts
    • Options
    • Risk and Return
    • Portfolio Theory
    • The CAPM and APT
    • Capital Budgeting
    • Efficient Markets
    • Course Summary

Course Info

Instructor:
  • Prof. Andrew Lo
Course Number:
  • 15.401
Departments:
  • Sloan School of Management
As Taught In: Fall 2008
Level: Graduate

Topics

  • Business
    Finance
  • Social Science
    Economics
    Financial Economics

Learning Resource Types

grading Exams with Solutions
notes Lecture Notes
theaters Lecture Videos
assignment_turned_in Problem Sets with Solutions
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Course Info
Finance Theory I
  • Syllabus

  • Calendar

  • Readings

  • Recitations

  • Problem Sets

  • Exams

  • Video Lectures and Slides

    • Introduction and Course Overview
    • Present Value Relations
    • Fixed-Income Securities
    • Equities
    • Forward and Futures Contracts
    • Options
    • Risk and Return
    • Portfolio Theory
    • The CAPM and APT
    • Capital Budgeting
    • Efficient Markets
    • Course Summary

Resources

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Assignments

15.401 Finance Theory I, Problem Sets (added December 2019)


Exams

MIT15_401F08_final_sol.pdf

MIT15_401F08_final.pdf

MIT15_401F08_midterm_sol.pdf

MIT15_401F08_midterm.pdf

MIT15_401F08_review_fin.pdf

MIT15_401F08_review_mid.pdf


Lecture Videos

15.401 Finance Theory I, Course summary

MIT15_401F08_lec01.pdf

MIT15_401F08_lec02.pdf

MIT15_401F08_lec04.pdf

MIT15_401F08_lec07.pdf

MIT15_401F08_lec08.pdf

MIT15_401F08_lec10.pdf

MIT15_401F08_lec12.pdf

MIT15_401F08_lec13.pdf

MIT15_401F08_lec15.pdf

See all arrow_forward

Recitations

Fixed‐Income Securities

MIT15_401F08_rec01.pdf

MIT15_401F08_rec03.pdf

MIT15_401F08_rec04.pdf

MIT15_401F08_rec05.pdf

MIT15_401F08_rec06.pdf

MIT15_401F08_rec07.pdf

MIT15_401F08_rec08.pdf


Course Info

Instructor:
  • Prof. Andrew Lo
Course Number:
  • 15.401
Departments:
  • Sloan School of Management
As Taught In: Fall 2008
Level: Graduate

Topics

  • Business
    Finance
  • Social Science
    Economics
    Financial Economics

Learning Resource Types

grading Exams with Solutions
notes Lecture Notes
theaters Lecture Videos
assignment_turned_in Problem Sets with Solutions
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