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Banca e Seguros
1 Semestre 2023/2024
pt
en
VaR Bonds.
!label.attachments!
Var_Bonds.xlsx
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Slides - 1.1
Presentation
Slides - 1.2
Slides - 1.3
Slides - 1.4
Slides - 2.
Slides - 3.1.
Slides - 3.2.
KS
Kaplan-Meier
VaR Methods
VaR Stocks
VaR Bonds
Minimum Spread/RAROC
Exercise
Slides - 4.1
Merton Model
Exam - Jan22
Exam - Jan22 (excel)
Exam - Jan.22 (retake)
Exam - Jan.22 (retake; excel)
Exam - Sep.22
Exam - Sep.22 (excel)
Exam - Mar22 (retake)
Exam - Mar22 (retake; excel)
Grades-Jan24
Exam Jan.24 - correction criteria
Retake Exam - Grades
Retake Exam - Correction Criteria