Sumários
Class 5
17 Março 2014, 09:30 • 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
Class 4
10 Março 2014, 13:30 • Raquel M. Gaspar
3.Term Structure of Interest Rates
3.1 Types of Term Structure of Interest Rates (TSIR)
3.2 Typical shapes and movements of TSIR
3.3 Classical Theories of the TSIR
3.4 Deriving the TSIR
3.5 Deriving the TSIR - the money market case
3.6 Term Structure of Credit spreads
Class 4
10 Março 2014, 09:30 • Raquel M. Gaspar
3.Term Structure of Interest Rates
3.1 Types of Term Structure of Interest Rates (TSIR)
3.2 Typical shapes and movements of TSIR
3.3 Classical Theories of the TSIR
3.4 Deriving the TSIR
3.5 Deriving the TSIR - the money market case
3.6 Term Structure of Credit spreads
Class 3
24 Fevereiro 2014, 13:30 • Raquel M. Gaspar
2. Bond Prices and Yields
(...)
2.4 Properties of Fixed coupon Bonds' yields
2.5 Yields of Floating Rate Notes
2.6 Spot versus Forward rates
2.7 Valuation of Fixed coupon Bonds - Part II
Class 3
24 Fevereiro 2014, 09:30 • Raquel M. Gaspar
2. Bond Prices and Yields
(...)
2.4 Properties of Fixed coupon Bonds' yields
2.5 Yields of Floating Rate Notes
2.6 Spot versus Forward rates
2.7 Valuation of Fixed coupon Bonds - Part II