I have recently been watching MIT 15.401 Finance Theory I taught by Prof. Andrew Lo. The course covers the very basics of the theory of fixed income, equities, options, and futures pricing. More interestingly, the course is happening right at the height of the 2008 financial crisis and we can watch Prof. Lo’s real time commentary of the events. Really recommend to anyone interested in finance.

P.S. The reason I watched this course was because I was reading a very old paper by Prof. Lo and Amir E. Khandani that tries to explain the reason why quantitative hedge funds suffered extreme losses in August 2007, with the rest of the market feeling almost nothing. Also a must-read.