7. STOCHASTIC INTEREST RATE MODELS

28 Novembro 2011, 09:30 • Onofre Simões

7.      STOCHASTIC INTEREST RATE MODELS

7.1  

7..2   Probability distribution and moments of the accumulated amount of a series of annual investments (exact or generated by simulation methods)

       7.2.1         Independent annual rates of return (discrete or continuous random variables)

Introduction.

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Chap. 6 (cont.)

25 Novembro 2011, 11:30 • Onofre Simões

6.3  Forward and futures contracts

6.4  Options

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Chap. 6 (cont.)

21 Novembro 2011, 09:30 • Onofre Simões

Inquérito Pedagógico

6.3 Forward and futures contracts

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Chap. 6 (cont.)

18 Novembro 2011, 11:30 • Onofre Simões

6.2   Fixed Income Investments. Inflation protected securities; bond default and risk premium

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Chapter 6 INVESTMENTS

14 Novembro 2011, 09:30 • Onofre Simões

6      INVESTMENTS

6.1   Stocks and short sale

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