Bonds: TSIR Estimation

22 Outubro 2026, 09:30 • Andrea Meireles

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TSIR estimation: Bootstrapping. Example 2.5.1 and Exercise 2.10.

Bonds: Rates of Return

20 Outubro 2026, 09:30 • Andrea Meireles

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

Bonds: Rates of Return

15 Outubro 2026, 09:30 • Andrea Meireles

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

Bonds: Valuation and Trading Decisions

13 Outubro 2026, 09:30 • Andrea Meireles

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Bond valuation: Exercise 2.5 (cont.).

Bonds: Valuation and Trading Decisions

8 Outubro 2026, 09:30 • Andrea Meireles

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Bond valuation: Exercise 2.4 (cont.), linear interpolation/extrapolation, Exercise 2.5(a).