Sumários
3. Bond Portfolio Interest Rate Risk Management
30 Janeiro 2025, 18:30 • Jorge Bravo
3. Bond Portfolio Interest Rate Risk Management
3.1. Duration, Convexity, M2, M-Absolute, Key-rate durations, Duration vectors, parametric duration/convexity & beyond
3.2. Hedging Strategies against parallel and non-parallel interest rates risk shifts
3.3. Active Fixed-Income Portfolio Management: Butterfly strategy, Cheap/Risch analysis
3.4. Interest Rate Risk Immunization, LDI & Asset-Liability Management
3. Bond Portfolio Interest Rate Risk Management
27 Janeiro 2025, 20:30 • Jorge Bravo
3. Bond Portfolio Interest Rate Risk Management
3.1. Duration, Convexity, M2, M-Absolute, Key-rate durations, Duration vectors, parametric duration/convexity & beyond
3.2. Hedging Strategies against parallel and non-parallel interest rates risk shifts
3.3. Active Fixed-Income Portfolio Management: Butterfly strategy, Cheap/Risch analysis
3.4. Interest Rate Risk Immunization, LDI & Asset-Liability Management
3. Bond Portfolio Interest Rate Risk Management
23 Janeiro 2025, 18:30 • Jorge Bravo
3. Bond Portfolio Interest Rate Risk Management
3.1. Duration, Convexity, M2, M-Absolute, Key-rate durations, Duration vectors, parametric duration/convexity & beyond
3.2. Hedging Strategies against parallel and non-parallel interest rates risk shifts
3.3. Active Fixed-Income Portfolio Management: Butterfly strategy, Cheap/Risch analysis
3.4. Interest Rate Risk Immunization, LDI & Asset-Liability Management
3. Bond Portfolio Interest Rate Risk Management
20 Janeiro 2025, 20:30 • Jorge Bravo
3. Bond Portfolio Interest Rate Risk Management
3.1. Duration, Convexity, M2, M-Absolute, Key-rate durations, Duration vectors, parametric duration/convexity & beyond
3.2. Hedging Strategies against parallel and non-parallel interest rates risk shifts
3.3. Active Fixed-Income Portfolio Management: Butterfly strategy, Cheap/Risch analysis
3.4. Interest Rate Risk Immunization, LDI & Asset-Liability Management
3. Bond Portfolio Interest Rate Risk Management
16 Janeiro 2025, 18:30 • Jorge Bravo
3. Bond Portfolio Interest Rate Risk Management
3.1. Duration, Convexity, M2, M-Absolute, Key-rate durations, Duration vectors, parametric duration/convexity & beyond
3.2. Hedging Strategies against parallel and non-parallel interest rates risk shifts
3.3. Active Fixed-Income Portfolio Management: Butterfly strategy, Cheap/Risch analysis
3.4. Interest Rate Risk Immunization, LDI & Asset-Liability Management