Class 5

19 Março 2013, 09:30 • Raquel M. Gaspar

Case Study: Caligrating the Euro IRTS

Trip to Frankfurt

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Class 4

12 Março 2013, 14:00 • Raquel M. Gaspar

3.4 Deriving the TSIR

3.5 Deriving the TSIR - the money market case

3.6 Term Structure of Credit spreads

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Class 4

12 Março 2013, 09:30 • Raquel M. Gaspar

3.4 Deriving the TSIR

3.5 Deriving the TSIR - the money market case

3.6 Term Structure of Credit spreads

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Class 3

5 Março 2013, 14:00 • Raquel M. Gaspar

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

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 (introduction)

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Class 3

5 Março 2013, 09:30 • Raquel M. Gaspar

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

 

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 (introduction)

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