14 45 - Financial Economics

Institution:

Massachusetts Institute of Technology

Subject:

Description:

Self-contained introduction to the theory of investment decisions under uncertainty. Topics include interest rates, net present value, fixed income securities, the term structure of interest rates, portfolio separation theorems, capital asset pricing models, factor models, risk neutral pricing, valuation of options, and intertemporal consumption and investment models. Emphasis on empirical implementation of theoretical concepts.

Credits:

4.00

Credit Hours:

Prerequisites:

Prereq: 14.03 or 14.04; 14.32

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

web.mit.edu/student/

Phone Number:

(617) 253-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

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