Financial Risk Management, Spring 2003

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