15.407 Finance Theory - Fall 2003
Jiang Wang

Lecture Notes

• Chapter 1: Introduction to Finance
• Chapter 2: Present Value
• Introduction to Part B: Valuation
• Chapter 3: Fixed-Income Securities
• Chapter 4: Common Stocks
• Chapter 5: Forwards and Futures
• Chapter 6: Options
• Introduction to Part C: Time Value and Price of Risk
• Chapter 7: Historical Asset Returns
• Chapter 8: Time Value of Money
• Chapter 9: Risk
• Chapter 10: Portfolio Theory
• Chapter 11: Capital Asset Pricing Model (CAPM)
• Chapter 12: Arbitrage Pricing Theory (APT)
• Introduction to Part D: Coporate Finance
• Chapter 13: Efficient Market Hypothesis
• Chapter 14: Capital Budgeting
• Chapter 15: Real Options
• Chapter 16: Financing Decisions

Recitation Notes

• Recitation 1
• Recitation 2 - Notes
• Recitation 2- Exercises
• Recitation 3- Notes
• Recitation 3- Exercises
• Recitation 4
• Recitation 5
• Recitation 6
• Recitation 6 - Binomial Tree
• Recitation 7
• Recitation 8
• Recitation 8 - Excel
• Recitation 9

Questions:

• Follow the link

Assignments

• Problem Set 1: Present Value
• Solution to Problem Set 1
• Problem Set 2: Fixed-Income Securities
• Solution to Problem Set 2
• Excel for Q3 in PS2
• Problem Set 3: Common Stocks
• Solution to Problem Set 3
• Problem Set 4: Forward and Futures
• Solution to Problem Set 4
• Problem Set 5: Options
• Solution to Problem Set 5
• Problem Set 5: Excel file
• Problem Set 6: Time Value of Money
• Solution to Problem Set 6
• Problem Set 7: Portfolio Theory
• Problem Set 7: Data
• Solution to Problem Set 7
• Solution to Problem Set 7 - Excel
• Problem Set 8: CAPM
• Solution to Problem Set 8
• Problem Set 9: Capital Budgeting
• Solution to Problem Set 9

Past Exams and Solution

• Solution to Midterm Exam Fall 2003
• Solution to Final Exam Fall 2003
• Midterm Review
• 15.407 Midterm Exam Fall 2002
• Solution to Midterm Exam Fall 2002
• Solution to Midterm Exam Fall 2002-1(d) to (f)
• Final Review
• 15.407 Final Exam Fall 2002
• Solution to Final Exam Fall 2002

Trading Game Projects

• Bemus Investment Management (A)
• Bemus Investment Management (B)
• Equity Historical Prices

Trading Game Handouts

• Trading Game Instructions
• Trading Game Recitation

Trading Game Links

• Trading Game Web Site
• MIT Library
• Bloomberg
• Yahoo!Finance
• Standard & Poors
• BondMarkets.com