Options
EMBA Accounting I, Summer-10
Prof. Zvi Wiener, tel: 02-588-3049,
office 5107, mswiener@mscc.huji.ac.il
Yevgeny Mugerman, tel: 02-588-3113,
office 5124, mugi@mscc.huji.ac.il
- Syllabus, textbook,
PRMIA,
TASE,
EURIBOR,
H15
- 29-Jul-10
Introduction to the course,
SW1 Introduction
- 30-Jul-10
SW3, SW4 Futures
- 05-Aug-10
SW7 Basic Options,
American Put
- 06-Aug-10
Standard Normal Distribution
- 20-Aug-10
SW8 BS,
The BS Option-Pricing Formula
- 02-Sep-10
linear hedging,
Elad Canada
- 07-Oct-10
PIKADON IM MAOF terms
- 15-Oct-10
binomial models,
Binomial Tree vs BS
- 21-Oct-10
Monte Carlo methods,
Employee Stock Options
- 28-Oct-10
guest lecture Idan Ben Nachum (KPMG)
- 05-Nov-10
Exotic options SW9,
Merton's model
- 11-Nov-10
guest lecture Asher Fleising (ISA)
- 19-Nov-10 overview of the course before the exam
- 26-Nov-10
solutions to sample questions
- 10-Dec-10 exam!
- Grades:
Home Work grades
- Solutions:
HW solutions
- Examples:
MC example,
Certi Plus (KO),
Twin Win,
2Y Safety Note,
examples Structures
- Materials:
Birth of Market Capitalism,
Credit Derivatives paper,
Brownian Motion by AE
Back to my homepage