Investments, 55846, Fall-10
Sundays 15:30-18:00, r. 2111
Prof. Zvi Wiener tel: 02-588-3049,
office 5107
Teaching Assistant
- Syllabus,
textbook,
PRMIA,
TASE,
Israeli bonds,
LIBORS,
Public Debt USA,
Debt Management MOF,
GEMEL-NET MOF
- 10-Oct-10 Introduction,
BKM1-Investment Environment
- 17-Oct-10 read chapter 2 in BKM,
BKM2-Financial Instruments,
Market Mechanics
- 24-Oct-10 read chapters 3-4 in BKM, BKM34-Trade and Mutual Funds,
guest lecture Ayal Sadovsky
- 31-Oct-10 read chapter 5 in BKM,
BKM5-History of Interest Rates and Risk Premium
- 07-Nov-10 read chapter 6 in BKM,
BKM6-Risk and Risk Aversion
- 14-Nov-10 read chapters 7-9 in BKM,
BKM789-CAPM,
ADR
- 21-Nov-10 read chapter 12 in BKM,
BKM12-Market Efficiency,
meeting with Hagai after the class
- 28-Nov-10 read chapter 14 in BKM,
BKM14-Bond Prices and Yields,
US Treasuries - yields
- 05-Dec-10 Hanukkah, No class!
- 12-Dec-10 read chapter 15 in BKM,
BKM15-Term Structure of Interest Rates
- 19-Dec-10 read chapter 16 in BKM,
BKM16-Managing Bond Portfolio,
guest lecture Israel Engel
- 26-Dec-10 read chapter 18 in BKM,
Equity Valuation Models,
Financial Statement Analysis,
meeting with Hagai after the class
- 02-Jan-11 read chapter 20 in BKM,
Introduction to Options
- 09-Jan-11 TBD,
meeting with Hagai after the class
- 02-Feb-11 Final Exam
- Presentations:
mortgages,
Bahar committee,
CDO,
M&A,
S&L crisis,
Market Makers,
Tel Bond,
Precious metals,
pyramids,
project
- Additional topics:
Option Valuation,
Futures
- Materials:
Birth of Market Capitalism,
Default rates S&P ,
2006 Default Study,
sub-prime mortgages
- Home Assignments:
Home Assignments,
HW chapters 1-9,
HW chapters 12, 14, 16, 19-22
- Home Work Solutions:
BKM2,
BKM3,
BKM5,
BKM6,
BKM7,
BKM8,
BKM9,
BKM14,
BKM15,
BKM16
- Grades:
list of grades
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