14.45 Financial Economics

Class Info

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.

This class has 14.03, 14.04, and 14.32 as prerequisites.

14.45 will not be offered this semester. It will be instructed by .

This class counts for a total of 12 credits. This class counts as a HASS S.

In the Fall 2011 Subject Evaluations, 14.45 was rated 4.4 out of 7.0. You can find more information at the 384-99 site.

MIT 14.45 Financial Economics Related Textbooks
MIT 14.45 Financial Economics On The Web

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