Lecture Notes on Finance Theory - MIT 15.401 Introduction Lecture

Jul 13, 2024

Finance Theory - Introduction Lecture (MIT 15.401)

Course Introduction

  • Instructor: Professor from Sloan School of Management
  • Course: Designed for first-year MBA students, focus on careers in finance and general curiosity in finance
  • Objective: To demonstrate the importance and practicality of finance in business management
  • Personal Background: 20 years at MIT, taught at Wharton, PhD in Economics from Harvard, undergraduate from Yale

Motivation and Background in Finance

Instructor's Journey in Finance

  • Emphasizes real-world application and practical management problems

Importance of Finance

  • Finance as the core of business and management
  • Finance is universally applicable regardless of career objectives
  • Finance involves rigorous research and practical application

Personal Anecdote

  • Comparison to the instructor's son's first experience with ice cream — initially skeptical, ended up loving it
  • Finance is challenging but rewarding

Course Outline

  1. Motivation
  2. Dramatis Personae (Cast of Characters)
  3. Fundamental Challenges of Financial Analysis
  4. Framework for Financial Analysis
  5. Importance of Time and Risk in Financial Analysis
  6. Six Basic Principles of Finance
  7. Course Overview and Requirements
  8. How to Get the Most Out of This Course

Key Concepts

Cast of Characters in Finance

  1. James Simons
    • Founder of Renaissance Technologies, former math professor
    • Highly paid hedge fund manager using quantitative investment strategies
  2. Warren Buffett
    • Investment guru, richest man on earth in 2008
    • Built wealth through reading and understanding company financials
  3. Jack Welch
    • Former CEO of General Electric
    • Increased GE's value through efficiency and good investment decisions

Fundamental Challenges in Finance

  1. Valuation of Assets
  2. Management of Assets
    • Making decisions based on valuation (which option is more valuable)

Price Discovery Mechanism

  • Auction example to understand how markets establish asset value
  • Information and constraints affect asset valuation

Financial Analysis Framework

  • Accounting: Language of finance
    • **Stock and Flow
      • Stock: Level of assets
      • Flow: Rate of change of assets
    • **Balance Sheet and Income Statement
      • Balance Sheet: Stock of wealth
      • Income Statement: Flow of wealth

Corporate Financial Decisions

  1. Cash raised from investors
  2. Cash invested in real assets
  3. Cash generated by operations
  4. Cash reinvested
  5. Cash returned to investors

Personal Financial Decisions Framework

  • Applies corporate finance concepts to personal finance
  • Managing cash flows in personal life, e.g., student loans, human capital investments, consumption, and savings

Importance of Time and Risk in Financial Analysis

  • Time: Decisions at different points in time
  • Risk: Uncertainty in outcomes
  • Core of Financial Analysis: Combining time and risk leads to modern finance

Six Basic Principles of Finance

  1. No Free Lunch: No systematic free lunches in financial markets
  2. Preferences: More money is preferred to less, money now preferred to money later, less risk preferred to more risk
  3. Self-Interest: Agents act to further their self-interest
  4. Other Principles (Introduced later in the course)

Course Requirements

  • Readings: Braley, Myers chapters 1 and 2
  • Participation: Attendance and class participation graded
  • Assessments: One case study (10% of grade)
  • Exams: Midterm (25%) and final exam (55%)
  • Problem Sets: No problem sets, but optional problems will be provided

Tips for Success in the Course

  1. Engage with the theories and practical aspects of finance
  2. Participate in the Pro Seminar on the Practice of Finance
  3. Prepare for and review lectures regularly
  4. Practice problems both in groups and individually
  5. Ask questions and stay engaged throughout the course

Next Lecture: Continue discussion on valuation and introduce new readings.