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Financial Markets
pt
en
Slides - 4.1 to 4.4.
Anexos
ISEG_Risk_Management_Jan2024_slides_4_1_to_4_4.pdf
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Slides - 1.1 and 1.2
Presentation
Slides - 1.3
Risk-Return Examples
Slides - 2.1.2.
Slides - 2.1.1.
Slides - 2.1.3.
Single Index Models (spreadsheet-slide 147)
Optimization with short sales and riskless lending and borrowing
Slides - 2.2,
Risk Tolerance Functions
Slides - 2.3.
Slides - 2.4. and 2.5
Slides - 3.
Slides - 4, 5 and Exercises
Weights for Efficient Frontier spreadsheet
YTM - Spreadsheet
Exam - Jun21
Exam - Jun.21: Correction
VaR Calculation
Exam - Jul.22
Exam - Jul22: Correction
Exam - Jun23: Correction
VaR Nasdaq - Empirical and Parametric Approaches
Slides - 4.1 to 4.4
Exam - Jul.21
Exam - Jul21: Correction
Yields - 2Y
Examples