Financial Risk Management, Spring 2002

Zvi Wiener tel: 02-588-3049 office 5107

mswiener@mscc.huji.ac.il

Teaching Assistant

Eran Heimer

heimer@mof.gov.il, tel. 054-940480, 19:00-22:00 lectures on Mondays, 13:30-16:15, r. 2113

11-Mar-01 Markets Introduction
18-Mar-01 QA1 Bond Fundamentals
08-Apr-01 QA2 Probability
15-Apr-01 QA3 Statistics
22-Apr-01 QA4 Monte Carlo Methods
29-Apr-01 Introduction to Derivatives, Options, Swaps, Introduction to Swaps (MSDW)
06-May-01 Market Risk Management (Introduction)
13-May-01 Risk Factors
20-May-01 Sources of Risk
27-May-01 Hedging Linear Risk
10-Jun-01 VaR Methods
Last Year Lectures FRM1, FRM2, FRM3
Useful Materials BoI 339, BoI 341

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