Lecture 15

14 Abril 2021, 13:00 • Rita Sousa

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Short term interest rate futures

Lecture 14

26 Março 2021, 13:00 • Rita Sousa

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Bond Futures:

• Pricing
• Hedging

Lecture 13

24 Março 2021, 13:00 • Rita Sousa

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Bond futures:

• Conversion Factor
• Cheapest to deliver

Lecture 12

19 Março 2021, 13:00 • Rita Sousa

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Bond futures:

• Introduction

Lecture 11

17 Março 2021, 13:00 • Rita Sousa

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Interest rate risk management