Financial Risk Management
February 2000
Zvi Wiener tel: 02-588-3049
office 4119
- 03-Feb-00 Dan Galai, Introduction and survey, Galai's committee report,
chapters 1-4
- 10-Feb-00 Zvi Wiener, Value-at-Risk (VaR) model, slides 2,
D. Shimko's papers in Risk,
chapters 16-17
- 17-Feb-00 Dan Galai, Capital and credit risk,
chapters 7-9
- 24-Feb-00 Zvi Wiener, Tools for risk management,
slides 4,
list of bookmarks,
paper by P. Dybvig, W. Marshall
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