Sumários

Bonds: TSIR Estimation

28 Outubro 2025, 09:30 • Andrea Meireles

TSIR estimation, bootstrapping. Exercises 2.10 and 2.11.

Mid-Term Test: Revision Q&A Session (Optional)

24 Outubro 2025, 14:00 • Andrea Meireles

Revision Q&A session (optional) for mid-term test preparation.

Bonds: Rates of Return

23 Outubro 2025, 09:30 • Andrea Meireles

Rates of return: yield to maturity (YTM) and realised compound yield (RCY).
Exercises 2.8 and 2.9.

Bonds: Rates of Return

21 Outubro 2025, 09:30 • Andrea Meireles

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 Meireles

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