Investments, 55846, Spring-11
Sundays 15:30-18:00, r. 2102
Prof. Zvi Wiener tel: 02-588-3049,
office 5107
Teaching Assistant
- Syllabus,
textbook English,
textbook Hebrew,
PRMIA,
TASE,
Israeli bonds,
LIBORS,
Public Debt USA,
Debt Management MOF,
GEMEL-NET MOF
- 13-Feb-11 Introduction,
BKM1-Investment Environment
- 20-Feb-11 read chapter 2 in BKM,
BKM2-Financial Instruments,
Market Mechanics
- 27-Feb-11 read chapters 3-4 in BKM, BKM34-Trade and Mutual Funds
- 06-Mar-11 read chapter 5 in BKM,
BKM5-History of Interest Rates and Risk Premium,
guest lecture judge Malka Aviv
- 13-Mar-11 read chapter 6 in BKM,
BKM6-Risk and Risk Aversion,
meeting with Hagai
- 20-Mar-11 No class!
- 27-Mar-11 read chapters 7-9 in BKM,
BKM789-CAPM,
ADR
- 03-Apr-11 read chapter 12 in BKM,
BKM12-Market Efficiency,
guest lecture Shimmy Zimmels
- 10-Apr-11 read chapter 14 in BKM,
BKM14-Bond Prices and Yields,
US Treasuries - yields,
meeting with Hagai
- 17-Apr-11 No class!
- 24-Apr-11 No class!
- 01-May-11 read chapter 15 in BKM,
BKM15-Term Structure of Interest Rates
- 08-May-11 No class!
- 15-May-11 read chapter 16 in BKM,
BKM16-Managing Bond Portfolio
- 22-May-11 read chapter 18 in BKM,
Equity Valuation Models,
Financial Statement Analysis
- 29-May-11 read chapter 20 in BKM,
Introduction to Options
- 05-Jun-11 to be announced,
meeting with Hagai at the end of the class
- 08-Jul-11 Final Exam
- 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: grades
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