MIT OpenCourseWare

Browse materialsMIT 15.433 · Spring 2003

Investments

Subjects: Economics · Finance · Management

Art: C. Morrison (engraver); Dodd, Robert (artist and…, An Outward bound East Indiaman sailing from the Downs - RMG PY8445, 29 May 1788 · Public domain

Instructor: Prof. Reto Gallati
Term: Spring 2003
Level: Graduate
What's inside: 1 lecture note · 1 reading · 46 other files · 4 web pages
Materials open: MIT OCW

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About this course

Source: MIT OpenCourseWare 15.433 Investments, Spring 2003, Prof. Reto Gallati — original course page on ocw.mit.edu ↗. License: CC BY-NC-SA 4.0. Study order: MIT's own listing order, section by section. Taken from MIT's published course files, downloaded from ocw.mit.edu on September 23, 2026. How RedLectern is built.

Materials are grouped the way MIT organized them. A verified, course-wide order has not been established here.

Has MIT solutions 12 files in this course are named by MIT as solutions.

Before you start

Prerequisites are not listed here. Check MIT's own syllabus for this course.

How this course was organized

What's here, and what isn't

A lecture sequence of 27 items is confirmed. Assignment and exam materials exist too, but MIT's own order for them could not be verified, so they're shown as materials below rather than a sequence.

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2 items from the source could not be safely included:

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Lecture Notes

21 files

Assignments

8 files

Exams

16 files

Other materials from this course

154337capm2A.pdfPDF Download

MIT OpenCourseWare, Prof. Reto Gallati, 15.433 Investments, Spring 2003.

License: CC BY-NC-SA 4.0 · Edition: Spring 2003 · Open the original course on OCW ↗

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Investments

Before you start

What's here, and what isn't

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Materials by section

Lecture Notes

Assignments

Exams

Other materials from this course

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: Skewness Preference and Dynamic Rebalancing

Lecture 5: Portfolio Theory, Part 3: Multiple Risky Assets

Lecture 6: The CAPM and APT, Part 1: Theory

Lecture 7: The CAPM and APT, Part 2: Applications and Tests

Lecture 8: The Equity Market, Part 1: Patterns in the Cross-Section of Stock

Lecture 9: The Equity Market, Part 2: More Patterns in the Cross-Section of Stock Returns

Lecture 10: Equity Options, Part 1: Introduction

Lecture 11: Equity Options, Part 2: Empirical Evidence, Volatility

Lecture 12: Mid-term Exams

Lecture 13: The Fixed Income Market, Part 1: Introduction

Lecture 14: The Fixed Income Market, Part 2: The Yield Curve

Lecture 15: Futures, Swaps, Caps/Floors, Swaptions, and Other Derivatives

Lecture 16: The Credit Market, Part 1: Default Risk, Credit Spreads and Ratings Transitions

Lecture 17: The Credit Market, Part 2: Credit Derivatives

Lecture 18: Market Efficiency

Lecture 19: Security Analysis and Stock Selections

Lecture 20: Active Portfolio Management

Lecture 21: Hedge Funds and Proprietary Trading

Lecture 22: Risk Management

Lecture 23: Commodity

Lecture 24: Behavioral Finance

Lecture 25: Summary and Review

Lecture 26: Repetition

Lecture 27: Final Exams