Class 11

23 Maio 2014, 17:00 • Sérgio Ferreira da Silva

6. Options on Futures, Caps, Floors and Swaptions

6.1 Options on Futures

6.2 Caps, floors and Collars

6.3 Swaptions

7. Exotic Options and Credit Derivatives

 

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Class 11

23 Maio 2014, 17:00 • Sérgio Ferreira da Silva

6. Options on Futures, Caps, Floors and Swaptions

6.1 Options on Futures

6.2 Caps, floors and Collars

6.3 Swaptions

7. Exotic Options and Credit Derivatives

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Class 10

16 Maio 2014, 17:00 • Sérgio Ferreira da Silva

5. Bonds with embedded options and bond options

5.1 Bonds with call and/or put options

5.2 Convertible bonds

5.3 Bond Options

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Class 10

16 Maio 2014, 17:00 • Sérgio Ferreira da Silva

5. Bonds with embedded options and bond options

5.1 Bonds with call and/or put options

5.2 Convertible bonds

5.3 Bond Options

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Class 9

9 Maio 2014, 17:00 • Sérgio Ferreira da Silva

3. Interest Rate Dynamics

3.1 Binomial Model

3.2 Continuous Time Models

3.3. Popular Models

4. Credit Spreads Dynamics

4.1 Analyzing Credit Spreads

4.2 Modeling Credit Spreads

 

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