.

16 Fevereiro 2022, 13:00 • Rita Sousa

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Estimation of the TSIR:

1. Bootstrap

Lecture 4

11 Fevereiro 2022, 13:00 • Rita Sousa

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1. Pricing Floating rate bonds.

Lecture 3

9 Fevereiro 2022, 13:00 • Rita Sousa

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1. Pricing Zero coupon bonds
2. Pricing Fixed coupon bonds

Lecture 2

4 Fevereiro 2022, 13:00 • Rita Sousa

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1 - Initial concepts

2 - Spot Rates, Forward Rates and Discount Factors

Lecture 1

2 Fevereiro 2022, 13:00 • Rita Sousa

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Outline of the course:

• Course syllabus
• Course evaluation
• References