Financial Engineering
EMBAF XI, Fall-13
Teaching Assistants
-
Syllabus,
textbook,
TASE,
Israeli bonds,
PRMIA,
GEMEL-NET MOF
-
FF18 Embedded Options,
Swaps,
Cash and Synthetic,
Secutirization,
Arbitrage CDO,
CDO,
History of Derivatives
-
Credit Derivatives,
Credit Derivatives,
FinnertyTotalReturnSwap,
Bear Stearns story and CDS,
Credit Derivatives Explained
-
Basic Math,
A.AlltheMathYouNeed.XLS,
Basic Probability,
Basic Probability 2,
Basic Statistics,
Linear Regression
-
Basic Options,
CRAN,
Callable Step-Up,
DollarPi3.pdf,
LSE structures,
ELKS,
SEQUINS,
TARGETS
-
Random Behavior,
RandomBehaviorOfAssets.XLS,
Elementary Stochastic Calculus,
5.StochasticCalculus.XLS,
collar,
Brownian Motion by AE
-
BS model,
PIKADON IM MAOF terms,
6.Black-ScholesModel.XLS,
SP500 PP 121%,
2Y safety note,
Knock-Out Nikkei
-
Turkish Lira,
Turkish Lira Flash,
TARGIL Portfolio Management,
SHAHARIT B,
CMS Pie,
Telbor-Libor,
Chameleon Hang Seng
-
Greeks,
BSM.xls,
Exotic and Path Dependent,
Multi Asset Options,
MultiAsset.xls,
Barriers,
COSS-ML,
CHKP 2,
COSS
-
RC TEVA,
Knock-in RC,
TARGIL structure TEVA and others,
booster TOPIX,
leveraged DJ Eurostoxx 50,
Twin Win
-
BRIRA,
Asset Allocator,
AA,
AA.xls,
TARGIL non-recourse,
booster POALIM,
booster ILCO,
booster TA25
-
Binomial Tree,
BinomialTree.xls,
FIBI 66% NASDAQ,
LEUMI,
SHAHARIT GIMEL,
FIBI doubletouch
-
PWIntroQF2930MonteCarlo,
MCexample.xls,
Elad Canada,
Examples,
Equity linked note,
SPX principal protected,
inflation derivatives
- exam! 29-Nov-13
- Book in English:
Structured Products Handbook
- Examples:
BH 1,
BH 2,
BH 3,
Bonus Certificate,
Principal Protected Note,
KATZIR Asset,
KATZIR Liability,
Snowball,
Vol Bond,
AURORA,
AURORA performance,
long_short_cert,
Long_Short_research,
eurusd eur accumulator,
Amdocs CLN,
BearishDJ50_3Y_JPM,
BearishDAX_BNPEuro,
CallableSnowball,
CallableSnowball2
- Materials:
Floaters and Inverse Floaters,
IF example,
Effective Duration,
EffDurZW.xls,
10 Myths about derivatives,
Barclays CDO guide,
Inflation derivatives guide,
BIS on Derivatives,
BDT model in Excel
- Grades: grades
- Solutions: FF-18, Ch.1, Ch.2, Ch.4, Ch.6, Ch.8
- Sample exam questions: questions
Back to my homepage