Sumários

Bonds: Rates of Return

21 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Rates of return: yield to maturity (YTM) and realised compound yield (RCY).
Example 2.4.7, Exercise 2.7, and Example 2.8(a).

Bonds: Valuation of Fixed Rate Bonds

16 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Valuation of fixed-rate bonds and trading decisions. Exercise 2.5.

Bonds: TSIR & Valuation of Fixed Rate Bonds

14 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

TSIR, spot rates, forward rates, and discount factors. Exercise 2.3.
Bond valuation: fixed-rate bonds, fair value, and trading decisions. Exercise 2.4.

Bonds: TSIR

9 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Term structure of interest rates (TSIR), spot rates, forward rates, and discount factors. Exercises 2.1 and 2.2.

Bonds: Terminology and Classification & TSIR

7 Outubro 2025, 09:30 • Andrea Sofia Meireles Rodrigues

Bond terminology and classification: Examples 2.1.10, 2.1.11, 2.1.12, and 2.1.13; rights (bonds with warrants, convertible bonds, callable and puttable bonds); day-count conventions (ACT/ACT variants).
Term structure of interest rates (TSIR), and spot rates.