Sumários
Interest Rate Derivatives_3
23 Setembro 2021, 17:30 • Rita Sousa
Forward Rate Agreement
- Value: Take 2
- Pricing
Interest Rate Derivatives_2
22 Setembro 2021, 17:30 • Rita Sousa
Forward Rate Agreement
- Definition
- Value: Take 1
Interest Rate Derivatives_1
16 Setembro 2021, 17:30 • Rita Sousa
Spot rates, Forward rates, Discount factors:
- Interest rate
- Future value
- Discount factor
- Forward interest rate
- Forward discount factor
Bonds:
- Zero coupon bond
- Fixed coupon bond
- Floating rate bond
FFS_2
15 Setembro 2021, 17:30 • Rita Sousa
Initial concepts:
- Financial Derivative
- Long/Short
- Payoff
- Arbitrage