MIT Sloan Finance Problems
and Solutions Collection
Finance Theory I
Part 1
Andrew W. Lo and Jiang Wang
Fall 2008
(For Course Use Only. All Rights Reserved.)
,
, Acknowledgements
The problems in this collection are drawn from problem sets and exams used in Finance
Theory I at Sloan over the years. They are created by many instructors of the course,
including (but not limited to) Utpal Bhattacharya, Leonid Kogan, Gustavo Manso, Stew
Myers, Anna Pavlova, Dimitri Vayanos and Jiang Wang.
,
and Solutions Collection
Finance Theory I
Part 1
Andrew W. Lo and Jiang Wang
Fall 2008
(For Course Use Only. All Rights Reserved.)
,
, Acknowledgements
The problems in this collection are drawn from problem sets and exams used in Finance
Theory I at Sloan over the years. They are created by many instructors of the course,
including (but not limited to) Utpal Bhattacharya, Leonid Kogan, Gustavo Manso, Stew
Myers, Anna Pavlova, Dimitri Vayanos and Jiang Wang.
,