Sumários
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
Class 8
2 Maio 2014, 17:00 • Sérgio Ferreira da Silva
2. Bond Futures
2.1 The Euro Bund futures contract
2.2 Conversion factors
2.3 Valuation
2.4 Arbitrage Strategies
2.5 Hedging
Class 8
2 Maio 2014, 17:00 • Sérgio Ferreira da Silva
2. Bond Futures
2.1 The Euro Bund futures contract
2.2 Conversion factors
2.3 Valuation
2.4 Arbitrage Strategies
2.5 Hedging
Class 13 (26/05/2014, 13.30-16.30h))
11 Abril 2014, 17:00 • Raquel M. Gaspar
8.Securitization
8.1 Credit Derivatives
8.2 Unfunded Credit Derivatives
8.3 Funded Credit Derivatives
Class 13 (26/05/2014, 9.30h-12.30h)
11 Abril 2014, 17:00 • Raquel M. Gaspar
8.Securitization
8.1 Credit Derivatives
8.2 Unfunded Credit Derivatives
8.3 Funded Credit Derivatives