Sumários
Financial Derivatives: A Gentle Introduction
30 Setembro 2026, 14:30 • André Teixeira
1. What is a financial derivative?
2. Forward contracts: physical delivery vs. cash settlement
3. Futures contracts: margin accounts and daily settlement
4. Futures price convergence at maturity
5. Futures vs. forwards: are they the same thing?
Discount Factors, Interest Rates and Bonds
29 Setembro 2026, 14:30 • André Teixeira
1. Fixed coupon bonds: definition and valuation
2. Floating rate bonds: definition
3. Why floating rate bond valuation is not as simple as discounting known cash flows
4. No-arbitrage result: a floating rate bond is always worth par at a reset date
Discount Factors, Interest Rates & Bonds
23 Setembro 2026, 14:30 • André Teixeira
Forward rates from discount factors.
Exercises - Chapters 2 and 3.
Discount Factors, Interest Rates & Bonds
22 Setembro 2026, 14:30 • André Teixeira
Equivalence between interest rates and discount factors.
Forward interest rates: definition and no-arbitrage derivation.
Discount Factors, Interest Rates and Bonds
16 Setembro 2026, 14:30 • André Teixeira
Why the time value of money matters.
Measuring time and day-count conventions.
Discount factors.
Interest rates: quote, compounding, future/present value.
Exercises - Chapters 1 and 2.