massachusettes Institute of Technology Sloan school of business

摘要

Degree: Masters in Finance Program Description: The precursor to the quant program, the MIT Sloan Finance Group, was founded in the late 1960s. Many break throughs in financial economics are associated with MIT faculty, including the Black-Scholes/Merton option-pricing model; the Modigliani-Miller theorems; continuous-time models of consumption and portfolio choice; applications of option pricing theory to real investments, corporate finance and other real options; equilibrium models of the term structure of interest rates; binomial option-pricing; and the risk neutral pricing kernel for pricing derivative securities.