Investments, 55846, Spring-06
Sundays 17:30-20:15, HAVAT HAMAHSHEVIM 8, Mondays 14:30-16:15, r. 3102
Dr. Zvi Wiener tel: 02-588-3049
office 5107
Teaching Assistant
- Syllabus, textbook
- 05-Mar-06 Introduction, BKM1, Investment Environment, BKM2, Financial Instruments,
Market Mechanics,
Futures on TASE - Workshop 09-Mar-06,
BKM 2 solutions
- 12-Mar-06 read chapters 3-4 in BKM Trade and Mutual Funds, Linear Regression,
BKM 3 solutions
- 19-Mar-06 read chapter 5 in BKM
History of Interest Rates and Risk Premium,
BKM 5 solutions
- 26-Mar-06 The lecture on March 26, will start at 18:30, read chapter 6 in BKM Risk and Risk Aversion,
BKM 6 solutions
- 02-Apr-06 read chapters 7-9 in BKM CAPM,
ADR,
Class Exercises,
BKM 7 solutions,
BKM 8 solutions,
BKM 9 solutions
- 23-Apr-06 read chapter 12 in BKM
Market Efficiency,
Value-at-Risk and Risk Management, if you are interested in visiting the Tel Aviv Stock Exchange on 23-Apr, please contact Gabi David at 050-620-7911 (evening!). The number of participants is limited!
- 30-Apr-06 no exam!,
futures announcement,
appendices,
Conversion Factors,
NIS futures and options at CME
- 07-May-06 Midterm Exam!,
Conference on Alternative Investments,
Yaron will be available for questions
04-May-06, 12:00, room 4106
- 14-May-06 read chapter 14 in BKM
Bond Prices and Yields,
BKM 14 solutions
- 21-May-06 read chapter 15 in BKM
Term Structure of Interest Rates,
BKM 15 solutions
- 28-May-06 read chapter 16 in BKM
Managing Bond Portfolio,
BKM 16 solutions
-
An interesting lecture by Prof. Stuart Gabriel, USC, 31-May-06, 16:00-17:30 r. 2113,
paper,
Housing Wealth, Financial Wealth, and Consumption,
- 04-Jun-06 read chapter 18 in BKM
Equity Valuation Models,
BKM 18 solutions
- 11-Jun-06 read chapter 19 in BKM
Financial Statement Analysis
- 18-Jun-06 read chapter 20 in BKM
Introduction to Options,
BKM 20 solutions
- 25-Jun-06 read chapter 21 in BKM
Option Valuation,
BKM 21 solutions,
Futures
- 12-Jul-06 Additional meeting with Yaron on Wednesday, July 12 at 16:00, room 4103
- 19-Jul-06 Final Exam!
- Book chapters in Hebrew:
Ch. 1 Introduction,
Ch. 2 Bonds,
Ch. 3 Forwards and Futures 1,
Ch. 4 Forwards and Futures 2,
Ch. 5 Swaps,
Ch. 6 Vanilla Options
- Materials: TASE workshop on Futures
ZW lecture,
AA lecture,
JH lecture
- Additional Topics:
- Presentations: Sunday section
Bond reform,
Agency problem,
ETF,
securitization,
Global Exchange Consolidation,
Palestine Securities Exchange
- Presentations: Monday section
conglomerates,
IPO underpricing,
swaps,
ETF,
Bond market reform,
GEMEL
- Grades and HW: Home Works and Midterm grades
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