Sumários

Lecture 10

12 Março 2021, 13:00 • Rita Sousa

Convexity:

  • Change in price using convexity

Lecture 9

10 Março 2021, 13:00 • Rita Sousa

Convexity:

  • Definition
  • Convexity of bonds

Lecture 8

5 Março 2021, 13:00 • Rita Sousa

Duration:

  • Change in price using duration
  • Duration using YTM

Lecture 7

3 Março 2021, 13:00 • Rita Sousa

Duration:

  • Definition
  • Duration of a ZCB
  • Duration of a portfolio
  • Duration of a fixed coupon bond

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26 Fevereiro 2021, 13:00 • Rita Sousa

Rating and Credit risk:

  1. Credit ratings
  2. Default probabilities