|
HU Credits:
2
Degree/Cycle:
2nd degree (Master)
Responsible Department:
Business Administration
Semester:
2nd Semester
Teaching Languages:
Hebrew
Campus:
Mt. Scopus
Course/Module Coordinator:
Mr. Ofir Sardam
Coordinator Office Hours:
Teaching Staff:
Dr. Keren Bar-Hava,
Mr. Ofir Sardam
Course/Module description:
The academic course consists of two parts:
The first and central part includes the introduction and use of derivatives, from the basic concepts to investment strategies and their application in the investment portfolio, trends among private and institutional investors such as ESG investments, digital currencies, and current issues that will arise during the course.
The second part provides an introduction to current accounting issues and implications for reporting.
Course/Module aims:
Financial and accounting familiarity with the leading trends in the financial markets, the main players and how they operate.
Acquiring practical investment knowledge through innovative and diverse strategies with an emphasis on combining stock options and index options in the investment portfolio.
Learning outcomes - On successful completion of this module, students should be able to:
Students will be able to apply investment strategies and up-to-date approaches to analyzing the implications for financial performance and financial statements.
Attendance requirements(%):
80
Teaching arrangement and method of instruction:
Course/Module Content:
*index and stocks options - trading characteristics, models versus reality
*Responsible investments (ESG)
* Cryptocurrencies
* Risk management - tail risk events, black swans and market volatility
* Structured Products
* Current accounting issues and implications for reporting.
Required Reading:
טאלב, נ' (2008), תעתועי האקראיות: הופעתו של הברבור השחור בשוקי ההון (ובחיים), תל אביב, ספרי עליית הגג וידיעות ספרים.
AGARWAL, V., MULLALLY, K. A., TANG, Y., & YANG, B. (2015). Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance. The Journal of Finance, 70(6), 2733–2776.
John C. Hull (2016). Options, Futures, and other Derivatives, Prentice-hall, Engelwhood Cliffs, New Jersey.
Maneet, A. (2012). The Alpha Masters: Unlocking the Genius of the World's Top Hedge Funds, John Wiley & Sons.
Natenberg, S. (2014). Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition, McGraw-Hill Education.
Porter, Michael E. & Kramer Mark R. (2012). The Big Idea: Creating shared value, rethinking capitalism, Harvard Business Review.
Additional Reading Material:
Grading Scheme :
Essay / Project / Final Assignment / Home Exam / Referat 60 %
Submission assignments during the semester: Exercises / Essays / Audits / Reports / Forum / Simulation / others 20 %
Attendance / Participation in Field Excursion 20 %
Additional information:
|
