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1231.3341.

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03-6407983 :

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Mofkadi@post.tau.ac.il
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netanel.hassoun@gmail.com

054-6757919 :

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moodle.tau.ac.il




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Bodie, Kane and Marcus, Investments, Irwin 10th edition
Comment: if you have the 8th or 9th edition then its OK and you can use those.
)(hereafter BKM

) (
.1

70%

.2

10%

.3

5%

.4

15%


.1 ,
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.2 3 15%
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.3 .

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(BKM

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1-4

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APT ((Arbitrage Pricing Theory

10

2
CAPM -

CAPM

CAPM

13

ROLL
-

.5

No-trade theorem

)(Event Studies
CAPM

12

.6

, HABITAT -

15

.7

.8

.9

.10

.11

.12

B&S

) (
) -B&S (The Greeks

(BKM

13-

FORWARD SPOT
"
" )(Bond Ratings

13-

" - 15

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21-

22
.
Future Vs) -
(Forward
SWAPS


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Put Call parity

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20

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