MACF 301
Introduction to Quantitative Finance
Fall 2026
Topics
- Equity and debt funding
- Mean–variance portfolio theory and efficient frontiers
- CAPM and factor models
- Investment risk measures
- Capital structure and corporate value
- Efficient-market hypotheses and market anomalies
- Financial derivatives, cash flows and no-arbitrage relationships
- Binomial and Black–Scholes option pricing
- Greeks and hedging
Readings
- M. J. Capiński and E. Kopp. Portfolio Theory and Risk Management, 5th edition, 2014. Cambridge University Press.
- R. L. McDonald. Derivatives Markets, 3rd edition, 2013. Pearson.
- J. Berk and P. DeMarzo. Corporate Finance, 4th edition, 2017. Pearson.
Fall 2025 · MACF 301
Readings
- J. Berk and P. DeMarzo, Corporate Finance, 4th edition, Pearson, 2017.
Fall 2024 · MACF 301
Readings
- J. Berk and P. DeMarzo, Corporate Finance, 4th edition, Pearson, 2017.
Fall 2023 · MACF 301
Readings
- J. Berk and P. DeMarzo, Corporate Finance, 4th edition, Pearson, 2017.
Fall 2022 · MACF 301
Readings
- J. Berk and P. DeMarzo, Corporate Finance, 4th edition, Pearson, 2017.
Sources
- Course catalogue ↗2026–2027
- Syllabus or course outline ↗Fall 2026
- Historical course outline ↗Fall 2025
- Historical course outline ↗Fall 2024
- Historical course outline ↗Fall 2023
- Historical course outline ↗Fall 2022
- Fall 2026 outline. Books are under “Optional References”; edition information is transcribed as printed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.