Sumários

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.

TSIR. Valuation of Fixed Rate Bonds

8 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


TSIR: forward rates, and discount factors.
Valuation of fixed rate bonds.

Term Structure of Interest Rates

3 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


Bonds. Terminology: bonds with warrants, convertible bonds, callable and puttable bonds.
Term structure of interest rates. Spot rates and forward rates.

Bonds. Terminology.

1 Outubro 2024, 09:30 Andrea Sofia Meireles Rodrigues


Bonds.
Terminology: quoted price, accrued interest, invoice price, redemption, coupon.