Duration and Convexity - Empirical Application

8 Outubro 2024, 12:00 • Jorge Barros Luis

Duration and Convexity - Empirical Application

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The explanatory theories of the term structure of interest rates - conclusion. Duration and Modified Duration.

2 Outubro 2024, 11:00 • Jorge Barros Luis

The explanatory theories of the term structure of interest rates - conclusion. Duration and Modified Duration.

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Spot, Forward and Discount Rates under continuous and discrete compounding. The explanatory theories of the Term Structure of Interest Rates - Introduction.

1 Outubro 2024, 12:00 • Jorge Barros Luis

Spot, Forward and Discount Rates under continuous and discrete compounding. The explanatory theories of the Term Structure of Interest Rates - Introduction.

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Yields-to-maturity, spot, forward and discount rates.

25 Setembro 2024, 11:00 • Jorge Barros Luis

Yields-to-maturity, spot, forward and discount rates.

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Introduction to the Course, references and evaluation.

24 Setembro 2024, 12:00 • Jorge Barros Luis

Introduction to the Course, references and evaluation.

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