Investments, 55846, Spring-09
Group C, Mondays 16:30-19:00, r. 3102
Prof. Zvi Wiener tel: 02-588-3049
office 5107
Teaching Assistant
- Syllabus,
textbook SW,
textbook BKM,
PRMIA,
TASE,
Israeli bonds,
LIBORS,
Public Debt USA,
Debt Management MOF,
GEMEL-NET MOF
- 09-Mar-09 Introduction,
BKM1-Investment Environment,
Market Mechanics
- 16-Mar-09 read chapter 2 in BKM,
BKM2-Financial Instruments,
guest lecture David Ellalouf - CEO of TACHLIT TEUDOT SAL
- 23-Mar-09 read chapters 3-4 in BKM, BKM34-Trade and Mutual Funds,
sub-prime mortgages
- 30-Mar-09 read chapter 5 in BKM,
BKM5-History of Interest Rates and Risk Premium,
TED spread
- 20-Apr-09 read chapter 6 in BKM,
BKM6-Risk and Risk Aversion
- 27-Apr-09 read chapters 7-9 in BKM,
BKM789-CAPM,
ADR
- 04-May-09 read chapter 12 in BKM,
BKM12-Market Efficiency
- 11-May-09 read chapter 14 in BKM,
BKM14-Bond Prices and Yields,
US Treasuries - yields
- 18-May-09 read chapter 15 in BKM,
BKM15-Term Structure of Interest Rates
- 25-May-09 read chapter 16 in BKM,
BKM16-Managing Bond Portfolio
- 01-Jun-09 read chapter 18 in BKM,
Equity Valuation Models,
Financial Statement Analysis
- 08-Jun-09 read chapter 20 in BKM,
Introduction to Options
- 15-Jun-09 TBA
- 22-Jun-09 TBA
- 16-Jul-09 exam! 16:00, TEVA 1, 2 (MOED A)
- 16-Aug-09 exam! (MOED B)
- Additional topics:
Option Valuation,
Futures
- Materials:
Birth of Market Capitalism,
Default rates S&P,
2006 Default Study
- Presentations:
Investment in art,
MEIDA PNIM,
External Directors,
Cash Flow,
Capital Requirements,
Game Theory,
Econometrics,
Real Estate Finance,
VaR,
Enron,
Municipal Bonds,
Precious Metals
- Grades and HW:
Home Assignments,
grades
- Solutions: Ch 2,
Ch 3,
Ch 5,
Ch 6,
Ch 7,
Ch 8,
Ch 9,
Ch 14,
Ch 15,
Ch 18
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