Sumários
Class 7
31 Março 2014, 13:30 • Sérgio Ferreira da Silva
1. Swaps, FRAs and Futures on short term interest rates
1.1 Swaps
1.2 FRAs and Futures
1.3 Arbitrage Strategies
1.4Hedging
Class 7
31 Março 2014, 09:30 • Sérgio Ferreira da Silva
1. Swaps, FRAs and Futures on short term interest rates
1.1 Swaps
1.2 FRAs and Futures
1.3 Arbitrage Strategies
1.4Hedging
Class 6
24 Março 2014, 13:30 • Raquel M. Gaspar
5. Investment Strategies
5.1 Passive Fixed-income Portfolio Management
5.2 Active Fixed-income Portfolio Management
5.2.1 Market Timing
5.2.2 Bond Picking
5.3 Performance Measurement on Fixed-income Portfolios
Class 6
24 Março 2014, 09:30 • Raquel M. Gaspar
5. Investment Strategies
5.1 Passive Fixed-income Portfolio Management
5.2 Active Fixed-income Portfolio Management
5.2.1 Market Timing
5.2.2 Bond Picking
5.3 Performance Measurement on Fixed-income Portfolios
Class 5
17 Março 2014, 13:30 • Raquel M. Gaspar
4. Hedging Interest Rate Risk
4.1 Interest Rate Risk - characteristics
4.2 Interest Rate Risk - sensitivity measures I
4.3 Hedging - classic and contingent
4.4 Hedging Bond Portfolios - part I
4.5 Interest Rate Risk - sensitivity measures II
4.6 Hedging Bond Portfolios - part II
4.7 Hedging Bond Portfolios - part III