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Educational Papers
Using Monte Carlo Method for Modeling Givot Olam Stock Prices
Asset Valuation Approaches
Corporate Valuation Methods
Equity Components Split
The Appropriate Normative Rate of Return Required by the Shareholders
The Historical VaR of the Givot Olam Stock
The Analytical VaR of the Givot Olam Stock
Corporate Valuation of Givot Olam
The Value of Givot Olam based on Price-to-Sales Ratios from the NASDAQ
Economic Valuation of Givot Olam Warrants as of October 27, 2010
Splitting the Equity Components of the Givot Olam
The Monte Carlo VaR of the Givot Olam Stock
Computing the Fair Value of Givot Olam Warrants as of December 9, 2010
The Sheshinski Committee and the value of Givot Olam Stock
Modeling Foreign Exchange Rates Using Geometric Brownian Motion
Modeling Discount for Lack of Marketability (DLOM)
Quantitative Analysis (FRM Exam Part I, 2012)
Valuation and Risk Models (FRM Exam Part I, 2012)
Market Risk Measurement and Management (FRM Exam Part II, 2012)
The HS-STD Risk Measure of the Givot Olam Stock
Computing the Fair Value of Givot Olam Warrants as of November 25, 2010
How Much Worth the Givot Olam Stock?
Monte Carlo Method for Valuing Options
Modeling Interest Rates Using Mean-Reversion
Foundations of Risk Management (FRM Exam Part I, 2012)
Financial Markets and Products (FRM Exam Part I, 2012)
Credit Risk Measurement and Management (FRM Exam Part II, 2012)
Operational and Integrated Risk Management (FRM Exam Part II, 2012)
Risk Management and Investment Management (FRM Exam Part II, 2012)
Current Issues in Financial Markets (FRM Exam Part II, 2012)
Ethical and Professional Standards (CFA Exam Level I, 2012)
Quantitative Methods (CFA Exam Level I, 2012)
Economics (CFA Exam Level I, 2012)
Financial Reporting and Analysis (CFA Exam Level I, 2012)
Corporate Finance (CFA Exam Level I, 2012)
Portfolio Management and Wealth Planning (CFA Exam Level I, 2012)
Securities Markets (CFA Exam Level I, 2012)
Equity Investments (CFA Exam Level I, 2012)
Surplus at Risk (SaR)
Operational VaR (OptVaR) using the LDA Approach
Credit VaR (CVaR) using CreditMetrics Method
Credit VaR (CVaR) using KMV Method
Market VaR using the Analytical Approach
Market VaR using the the Historical Approach
Estimating Probabilities of Default and Spreads Using Economic Models
Default Correlation
Default Probabilities
Market VaR using the Monte Carlo Approach
Valuation of Shufersal Ltd. as of September 15, 2013
Valuation of Property and Building Corporation Ltd. as of September 15, 2013
Valuation of Given Imaging Ltd. as of September 15, 2013
Valuation of Elron Electronic Industries Ltd. as of September 15, 2013
Valuation of Discount Investment Corporation Ltd. as of September 15, 2013
Valuation of Koor industries Ltd. as of September 15, 2013
Valuation of Clal Insurance Enterprises Holdings Ltd. as of September 15, 2013
Valuation of IDB Development Corporation Ltd. as of September 15, 2013
Valuation of IDB Holding Corporation Ltd. as of September 15, 2013
Valuation of Credit Suisse Group AG. as of September 15, 2013
Valuation of Cellcom Israel Ltd. as of September 15, 2013
Valuing Bond Options using Black's Model (1976)
Statistics and Stochastic Processes
From portfolio management to risk management, From Markowitz to VaR
Why is it so important to manage risks? From Barings to LTCM
Firm Finance - A
Financial Management
Advanced Financial Management
Portfolio Selection
Advanced Portfolio Selection
Risk Management in Banking
Risk Management in Public Firms (Neither Banks Nor Insurance Companies
Discount Investment's Exchange Tender Offer to their Bonds Holders
Liquidity-Adjusted VaR (LVaR) using the Constant Spread approach
Liquidity-Adjusted VaR (LVaR) using the Endogenous approach
Liquidity-Adjusted VaR (LVaR) using the Exogenous approach
Estimating credit rating and probability to default - Part 1
Estimating credit rating and probability to default - Part 2
Estimating credit rating and probability to default - Part 3
עברית
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