Sumários

Conclusion of the previous lecture. Convexity

24 Outubro 2018, 10:00 Jorge Barros Luis

Conclusion of the previous lecture. Convexity.


Conclusion of the previous lecture. Duration - introduction.

19 Outubro 2018, 11:30 Jorge Barros Luis

Conclusion of the previous lecture. Duration - introduction.


Stylised facts of interest rates. Explanatory theories of the term structure of interest rates - introduction

17 Outubro 2018, 10:00 Jorge Barros Luis

Stylised facts of interest rates. Explanatory theories of the term structure of interest rates - introduction.


Forward and Spot Rates. Types of yield curves.

12 Outubro 2018, 11:30 Jorge Barros Luis

Forward and Spot Rates. Types of yield curves.


Interest rate risk

10 Outubro 2018, 10:00 Jorge Barros Luis

Interest rate risk