Sumários

Exercises on Hedging with Futures

6 Outubro 2025, 13:30 Maria Kosolapova

Basis, Long/short hedge for purchase of an asset, Optimal hedge ratio, Hedging using index futures


Quizz and exercises on hedging strategies using futures

29 Setembro 2025, 15:30 Maria Kosolapova

Quizz: two questions based on the previous classes

Exercises: basis, long hedge for purchase of the asset, optimal hedge ratio


Quiz and exercises on hedging strategies using futures

29 Setembro 2025, 13:30 Maria Kosolapova

Quizz: two questions based on the previous classes

Exercises: basis, long hedge for purchase of the asset, optimal hedge ratio


Hedging with Index Futures

23 Setembro 2025, 10:00 João Duque

Hedging with Index Futures


Quiz and exercises on mechanics of futures markets

22 Setembro 2025, 15:30 Maria Kosolapova

Quizz: five questions based on the previous classes

Exercises: daily settlement