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Asset-Liability Management
1 Semestre 2025/2026
pt
en
Slides
0.ALM - Introduction2.pdf
1.ALM - Basic Interest Rate Theory.pdf
R scripts
1.Yield curve examples.r
2.Example spot rates, forward rates and bond valuation.r
3.Estimating the market yield curve by replication.r
Data files
interestRateData2025.xlsx
R for Data Science (
online book
)
r4ds1.r
r4ds3.r
Anexos
1.Yield curve examples.r
interestRateData2025.xlsx
0.ALM - Introduction2.pdf
0.ALM - Introduction2.pdf
2.Example spot rates, forward rates and bond valuation.r
r4ds1.r
r4ds3.r
3.Estimating the market yield curve by replication.r
4.Estimating Present Value Sentitivity to Yield Changes.r
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Aulas ALM