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Modern Finance: Core Principles and Applications
Learn advanced financial concepts and their real-world applications in this comprehensive MIT course covering valuation, investments, and corporate finance.
Learn advanced financial concepts and their real-world applications in this comprehensive MIT course covering valuation, investments, and corporate finance.
This rigorous course provides a comprehensive foundation in modern finance principles and their practical applications. Students learn advanced concepts in valuation, investments, and corporate financial decisions through a unified framework. The curriculum covers essential topics like fixed income securities, portfolio theory, capital budgeting, and market efficiency. Using a mathematical approach combined with data-driven insights, the course prepares learners for advanced roles in finance. Part of MIT's MicroMasters in Finance, this course equips students with the analytical tools and theoretical knowledge needed for careers in financial analysis, advisory, and corporate leadership.
Instructors:
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What you'll learn
Master valuation techniques for fixed income securities and stocks
Analyze risk using modern portfolio theory and CAPM
Understand market efficiency and arbitrage pricing theory
Apply corporate finance principles to capital budgeting decisions
Evaluate derivative securities and real options
Make informed corporate financial decisions regarding capital structure
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, exams
Access on Mobile, Tablet, Desktop
Limited Access access
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There are 9 modules in this course
This advanced finance course delivers a mathematically rigorous framework for understanding modern financial markets. The curriculum covers fundamental concepts including valuation of securities, risk analysis, portfolio theory, corporate finance, and capital budgeting. Through a combination of theoretical foundations and practical applications, students learn to analyze financial decisions, understand market mechanisms, and evaluate investment opportunities. The course emphasizes both quantitative skills and practical business applications, preparing students for careers in finance.
Introduction to Finance
Module 1
Market Prices and Present Value
Module 2
Fixed Income Securities
Module 3
Common Stocks
Module 4
Risk
Module 5
Factor Models and Arbitrage Pricing Theory (APT)
Module 6
Market Efficiency
Module 7
Introduction to Corporate Finance
Module 8
Capital Budgeting
Module 9
Fee Structure
Instructors
8 Courses
Nippon Telegraph & Telephone Professor of Management at MIT
Leonid Kogan is the Nippon Telegraph and Telephone Professor of Management and a Professor of Finance at the MIT Sloan School of Management. He is also a Research Associate at the National Bureau of Economic Research. His research spans both theoretical and empirical aspects of capital markets, with extensive publications in leading academic journals such as the Journal of Finance and the Journal of Financial Economics. Kogan has received numerous awards for his contributions to finance, including the Lehman Brothers Fellowship for Research Excellence and multiple Crowell Memorial Prizes. He holds an M.Sc. in mechanics and applied mathematics from Moscow State University, a Ph.D. in mechanics from Cornell University, and a Ph.D. in finance from MIT. His current research interests include asset pricing, macro-finance, and the impact of technological progress on financial markets.
8 Courses
Mizuho Financial Group Professor of Finance at MIT
Jiang Wang is the Mizuho Financial Group Professor and a Professor of Finance at the MIT Sloan School of Management. His research encompasses asset pricing, investment and risk management, and the impact of market liquidity on asset prices. Wang is currently investigating financial risks, optimal trading execution, and portfolio choices, with a particular focus on the development of the Chinese capital market. He holds a BS in physics from Nanjing University, a PhD in theoretical physics from the University of Pennsylvania, and a PhD in finance from the Wharton School. His work addresses market frictions and their implications for trading strategies, systemic risk, and market stability.
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