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麻省理工投资学讲义

文件格式:Pdf 可复制性:可复制 TAG标签: 投资 讲义 麻省 理工 点击次数: 更新时间:2009-11-30 11:33
介绍

Lecture 1_ Introduction

Lecture 2_ Securities, Random Walk on Wall Street

Lecture 3_ Portfolio Theory Part 1_ Setting up the Problem

Lecture 4_ Portfolio Theory Part 2_ Extensions

Lecture 5_ Portfolio Theory Part 3_ Optimal Risky Portfolio

Lecture 6_ The CAPM and APT Part 1_ Theory

Lecture 7_ Applications and Tests

Lecture 8 & 9_ The Equity Market_ Cross Sectional Variation in Stock Returns

Lecture 10_ Equity Options Part 1_ Pricing

Lecture 11_ Equity Options Part 2_ Empirical Evidence

Lecture 13_ The Fixed Income Market Part 1_ Introduction

Lecture 14_ The Fixed Income Market Part 2_ Time Varying Interest Rates and Yield Curves

Lecture 17_ The Credit Market Part 1_ Modeling Default Risk

Lecture 18_ The Credit Market Part 2_ Credit Derivatives

Lecture 19_ Security Analysis

Lecture 20_ Active Portfolio Management

Lecture 21_ Hedge Funds

Lecture 22_ Market Efficiency

Lecture 23_ Commodities

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