Sumários
Asset-Liability Management
17 Setembro 2013, 08:00 • Walther Neuhaus
Basic interest rate theory
Duration, convexity
Immunisation
Stochastic term structure models
Examples
Asset-Liability Management
16 Setembro 2013, 11:30 • Walther Neuhaus
Introduction
Basic interest rate theory
Interest rate sensitivity
Duration, convexity
Immunisation