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Michael Olafusi

MIT: Investments

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You can register on MIT Opencourseware for Investments at https://ocw.mit.edu/courses/sloan-school-of-management/15-433-investments-spring-2003/

About the course

This course teaches how to make sound investment decisions through in-depth knowledge of the financial markets, rigorous analytical thinking and precise mathematical derivation. Included is a comprehensive set of lecture notes for all 23 lectures to explain core concepts. Also, students gain hands-on experience with optimization, data analysis, and other quantitative techniques by completing the five group assignments.

The focus of this course is on financial theory and empirical evidence for making investment decisions. Topics include: portfolio theory; equilibrium models of security prices (including the capital asset pricing model and the arbitrage pricing theory); the empirical behavior of security prices; market efficiency; performance evaluation; and behavioral finance.


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)

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