Sumários

.

24 Fevereiro 2021, 13:00 • Rita Sousa

Estimation of the yield curve:

  1. Bootstrap
  2. Nelson-Siegel Model
  3. Nelson-Siegel-Svensson Model

Lecture 4

12 Fevereiro 2021, 13:00 • Rita Sousa

  1. Pricing Floating rate bonds.
  2. Yield to Maturity.

Lecture 3

10 Fevereiro 2021, 13:00 • Rita Sousa

  1. Term structure of interest rates
  2. Forward interest rates
  3. Pricing Zero coupon bonds
  4. Pricing Fixed coupon bonds

Lecture 2

5 Fevereiro 2021, 13:00 • Rita Sousa

1 - Initial concepts

2 - Spot Rates, Forward Rates and Discount Factors

Class 1

3 Fevereiro 2021, 13:00 • Rita Sousa

Outline of the course:

  • Course syllabus
  • Course evaluation
  • References