Sumários

Bonds: TSIR & Valuation of Fixed Rate Bonds

14 Outubro 2025, 09:30 • Andrea Meireles

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 Meireles

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 Meireles

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.

Bonds: Terminology and Classification

2 Outubro 2025, 09:30 • Andrea Meireles

Bond terminology and classification: nominal value, issue price, clean price, accrued interest, gross price, redemption, and coupon. Examples 2.1.8, 2.1.9 and 2.1.10.

Financial Markets: Derivatives Markets & Bonds

30 Setembro 2025, 09:30 • Andrea Meireles

Derivatives markets: forward contracts (payoffs and example 1), futures contracts, futures vs. forwards, options (payoffs, example 1.4.5, and exercise 1.5).
Bonds.