Fixed Income I

Code

2407

Academic unit

Faculdade de Economia

Department

Área de Ensino

Credits

3.5

Teaching language

Português

Objectives

To cover the major topics in fixed income securities, including discount bonds, coupon bonds and interest rate swaps.

Subject matter

Bond pricing, yield, spot, and forward curve, interest rate risk: duration and convexity, immunization, interest rate swaps and bond portfolio management.

Courses

• Economia
• Gestão
• Finanças