Sumários

Modern Portfolio Theory. Return and Risk.

24 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


Modern Portfolio Theory.
Return and risk of a single security: rate of return, expected return, and variance (and standard deviation) of a security's rate of return.
Portfolio: value, relative weights, and rate of return.

TSIR Estimation. Bootstrapping.

22 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


TSIR Estimation. Bootstrapping.

Rates of Return. TSIR Estimation.

17 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


Rates of return: yield to maturity, and realised compound return.
TSIR estimation.

Rates of Return.

15 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


Valuation of fixed rate bonds.
Rates of return: yield to maturity, and realised compound return.

Valuation of Fixed Rate Bonds

10 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


Valuation of fixed rate bonds.