Sumários
Bond valuation and yield curve estimation
18 Setembro 2025, 08:00 • TIAGO MARQUES FARDILHA
R lab on tidyverse - data manipulation using dplyr.
Example using R: Annual yields, continuous yields, forward rates and bond valuation.
Estimating the yield curve by replication - theoretical framework.
Basic interest rate theory
11 Setembro 2025, 08:00 • TIAGO MARQUES FARDILHA
Definition of yield. Spot rates. Forward rates. Annual compounding vs. continuous compounding. Examples using R software.
Introduction to ALM
4 Setembro 2025, 08:00 • TIAGO MARQUES FARDILHA
Definition of ALM: stakeholders, objectives, focus, sources of risk.
Introduction to R: package "ggplot2"