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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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

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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

 

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Class 13 (26/05/2014, 13.30-16.30h))

11 Abril 2014, 17:00 • RAQUEL MARIA MEDEIROS GASPAR

8.Securitization

8.1 Credit Derivatives

8.2 Unfunded Credit Derivatives

8.3 Funded Credit Derivatives

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Class 13 (26/05/2014, 9.30h-12.30h)

11 Abril 2014, 17:00 • RAQUEL MARIA MEDEIROS GASPAR

8.Securitization

8.1 Credit Derivatives

8.2 Unfunded Credit Derivatives

8.3 Funded Credit Derivatives

 

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