Financial Risk Management, Spring 2003
Zvi Wiener tel: 02-588-3049
office 5107
Teaching Assistant
Arik Perez arikp@mof.gov.il
tel. 050-412-733, 02-531-7751
lectures on Wednesdays, 18:30-20:15, r. 3102
- Syllabus, textbook, BoI-339, BoI-341, TASE, Israeli bonds, LIBORS, GEMEL
- 19-Feb-03 JCh 1-3, HA1
- 26-Feb-03 snow
- 05-Mar-03 read chapters 1, 2, 3 in Jorion
- 12-Mar-03 JCh 4-6, HA2
- 26-Mar-03
- 02-Apr-03 JCh 7-8, HA3
- 09-Apr-03
- 30-Apr-03
- 21-May-03 HA4
- 28-May-03 Intro to Credit Risk, Credit Migration, CGM-9, Credit Risk CGM-10, Actuarial and Reduced CGM-10-11
- 04-Jun-03 Swaps, HA5
- 11-Jun-03 Credit Derivatives
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