15.433 | Spring 2003 | Graduate


Lecture Notes

Lecture 1: Introduction (PDF)

Lecture 2: Securities, Random Walk on Wall Street (PDF)

Lecture 3: Portfolio Theory Part 1: Setting up the Problem (PDF)

Lecture 4: Portfolio Theory Part 2: Extensions (PDF)

Lecture 5: Portfolio Theory Part 3: Optimal Risky Portfolio (PDF)

Lecture 6: The CAPM and APT Part 1: Theory (PDF)

Lecture 7: Applications and Tests (PDF)

Lecture 8 & 9: The Equity Market: Cross Sectional Variation in Stock Returns (PDF)

Lecture 10: Equity Options Part 1: Pricing (PDF)

Lecture 11: Equity Options Part 2: Empirical Evidence (PDF)

Lecture 13: The Fixed Income Market Part 1: Introduction (PDF)

Lecture 14: The Fixed Income Market Part 2: Time Varying Interest Rates and Yield Curves (PDF)

Lecture 15: Forwards, Futures & Swaps (PDF)

Lecture 16: Risk Management (PDF)

Lecture 17: The Credit Market Part 1: Modeling Default Risk (PDF)

Lecture 18: The Credit Market Part 2: Credit Derivatives (PDF)

Lecture 19: Security Analysis (PDF)

Lecture 20: Active Portfolio Management (PDF)

Lecture 21: Hedge Funds (PDF)

Lecture 22: Market Efficiency (PDF)

Lecture 23: Commodities (PDF)

Course Info

As Taught In
Spring 2003
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Lecture Notes