Corso Vittorio Emanuele II, 39 - Roma 0669207671

Èconomie et gestion des entreprises (Academic Year 2017/2018) - Financial management

Financial mathematics



Leçon vidéo

Leçon n. 1: INTEREST RATES & MONEY
   What is financial mathematics

   Simple and Compound interest

   Time Value of Money

   Discount Factor
Go to this lesson David Gerard Stack
Leçon n. 2: FUTURE & PRESENT VALUE OF CASHFLOWS
   Financial Mathmartics Quantities

   Continous Compounding

   Interest Rate equivalencies
Go to this lesson David Gerard Stack
Leçon n. 3: VALUING CLASSIC CASHFLOWS
   Annuities Certain Immediate and Due

   Other kind of annuities
Go to this lesson David Gerard Stack
Leçon n. 4: VALUING ANY CASHFLOW
   Annuities paid

   Extrapolation to two special cases

   Cumulative Backward Roll
Go to this lesson David Gerard Stack
Leçon n. 5: DEBT REPAYMENT SCHEDULE & RE-FINANCING
   Calculating loan balances

   Amortisation
Go to this lesson David Gerard Stack
Leçon n. 6: INVESTMENT RETURNS ANALYTICS & PERFORMANCE
   Netting Cashflows: IRR and NPV, B/E and DPP

   Portfolio Returns Performance 101

   The Sharpe Ration
Go to this lesson David Gerard Stack
Leçon n. 7: INTERPRETING MARKET PRICES
   Spot and Forward rates

   Tying back annuities
Go to this lesson David Gerard Stack
Leçon n. 8: BOND PRICING BASICS 101
   Band price given yeld and vice versa
Go to this lesson David Gerard Stack
Leçon n. 9: BOND PRICING BASICS 201
   the kitchen sink for bonds

   a 3-d view of term structure revisited
Go to this lesson David Gerard Stack
Leçon n. 10: INTERPOLATING MARKET PRICES
   A tale of three bonds

   Bootstrapping

   Interest Rate Sensitivity
Go to this lesson David Gerard Stack
Leçon n. 11: BOND PRICING INTERMEDIATE 301
   Sensiitivity to Interest Rate Deltas and Trading Strategies

   Portfolio Immunisation:Duration and Convexity

   Portfolio Trading Strategies
Go to this lesson David Gerard Stack
Leçon n. 12: INTEREST RATE PARITY
   Arbitrage and the law of one price

   Financial Economics

   Interest Rate Parity and the "Unbiased Forward Rate"
Go to this lesson David Gerard Stack
Leçon n. 13: FINANCIAL FUTURES, SWAPS & OPTIONS – AN INTRODUCTION
   Futures Forwards and Options - an intro

   More on exchange-traded Options

   A corporate FX Hedging Mini-case
Go to this lesson David Gerard Stack
Leçon n. 14: HEDGING WITH EURODOLLAR STIR FUTURES
   Anticipated borrowing, flowating rate loan

   Creating synthetic Investments

   Interest Rate Swap
Go to this lesson David Gerard Stack
Leçon n. 15: INTEREST RATES TRADING AN INTRO
   IRS structure:BPV and Hedging

   Alpha Opportunities with ED: Calendar spreads

   Alpha Opportunities with ED: Butterfly spreads
Go to this lesson David Gerard Stack