2 Classes (24 Units)15.417 (15), 15.467 (9)
15.417 Laboratory in Investments
Covers fundamentals of modern financial analysis that are essential to any manager, entrepreneur, investor, or other business professional. Topics include valuation, risk analysis, personal and corporate investment decisions, and an introduction to security analysis and asset management. Laboratory introduces students to methods of modern quantitative finance and to practices of the investment management industry. Projects include implementation and testing of investment strategies and asset pricing models using real-world market data. Instruction and practice in oral and written communication provided.
This class has no prerequisites.
Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in E25-111.
This class counts for a total of 15 credits. This class counts as a CI-M.
15.467 Asset Management, Lifecycle Investing, and Retirement Finance
Organized around applying finance science and financial engineering in three related financial-service activities: asset management, lifecycle investing, and retirement finance. Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas. Students should be familiar with basic portfolio-selection theory, CAPM, options, futures, swaps and other derivative securities. Preference to MBA and MFin students.
This class has 15.433 as a prerequisite.
15.467 will not be offered this semester. It will be instructed by R. Merton.
Lecture occurs 1:00 PM to 2:30 PM on Mondays and Wednesdays in E62-276.
This class counts for a total of 9 credits.
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