Daniel L. Greenwald
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15.401: Managerial Finance

This course covers the fundamentals of modern financial analysis that are essential to any manager, entrepreneur, investor, or other business professional. The course is organized around three themes: (i) valuing a company, (ii) raising capital, and (iii) managing risk. Topics include personal and corporate investment decisions, startup financing, risk analysis, and an introduction to security analysis and asset management.

Links: Syllabus, Stellar, MITx, Piazza (main page), Piazza (signup)

15.472: Advanced Asset Pricing

This course focuses on theoretical and empirical tools and results in macro-finance, asset pricing, and portfolio choice. The lectures will be a blend of theory, econometric and computational methods, and a critical review of empirical studies. The course will cover topics that include cross-sectional and time-series models in asset pricing; consumption-based models; heterogeneous agent models; intermediary asset pricing; liquidity and asset prices; and an introduction to continuous-time finance. Please see “Course Schedule and Readings” for the precise topics to be covered in the course this year. The course is designed to jump-start PhD dissertations; there is no final exam, but there is a term paper with a presentation requirement, and graded assignments.

Lecture Slides:

​Introduction
Computation (Part I)
Computation (Part II)

GMM
Cross-Sectional Asset Pricing
Term Structure

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