6. Options on Futures, Caps, Floors and Swaptions

18 Maio 2018, 14:30 • Sérgio Ferreira da Silva

6.2 Caps, floors and collars

6.3 Swaptions

7. Exotic Options and Credit Derivatives

7.1 Credit Default Swap

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5. Bond with embedded options and Bond Options

11 Maio 2018, 14:30 • Sérgio Ferreira da Silva

5.3 Bond Options

6. Options on Futures, Caps, Floors and Swaptions

6.1 Options on Futures

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4. Credit Spread Dynamics

4 Maio 2018, 14:30 • Sérgio Ferreira da Silva

4.2 Modeling Credit Spreads

5. Bonds with embedded options and Bond Options

5.1 Bonds with call and/or put options

5.2 Convertible Bonds

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3. Interest Rate Dynamics

27 Abril 2018, 14:30 • Sérgio Ferreira da Silva

2. Bond Futures

2.4 Arbitrage Strategies

2.5 Hedging

3. Interest Rate Dynamics

3.1 Binomial Models

3.2 Coninous Time models 

3.3 Popular models

4. Credit Spreads Dynamics

4.1 Analyzing Credit Spreads

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2. Bond Futures

20 Abril 2018, 14:30 • Sérgio Ferreira da Silva

1. Swaps, FRAs and Futures on short term interest rates

1.3 Arbitrage Strategies 

1.4 Hedging

2. Bond Futures

2.1 The Euro Bund Future contract

2.2 Conversion Factors

2.3 Valuation

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