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Èconomie et gestion des entreprises (Academic Year 2019/2020) - Business management (with the Berlin School of Business & Innovation)

Financial mathematics

Leçon n. 1: INTEREST RATES & MONEY What is financial mathematics Simple and Compound interest Time Value of Money Discount Factor		David Gerard Stack
Leçon n. 2: FUTURE & PRESENT VALUE OF CASHFLOWS Financial Mathmartics Quantities Continous Compounding Interest Rate equivalencies		David Gerard Stack
Leçon n. 3: VALUING CLASSIC CASHFLOWS Annuities Certain Immediate and Due Other kind of annuities		David Gerard Stack
Leçon n. 4: VALUING ANY CASHFLOW Annuities paid Extrapolation to two special cases Cumulative Backward Roll		David Gerard Stack
Leçon n. 5: DEBT REPAYMENT SCHEDULE & RE-FINANCING Calculating loan balances Amortisation		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		David Gerard Stack
Leçon n. 7: INTERPRETING MARKET PRICES Spot and Forward rates Tying back annuities		David Gerard Stack
Leçon n. 8: BOND PRICING BASICS 101 Band price given yeld and vice versa		David Gerard Stack
Leçon n. 9: BOND PRICING BASICS 201 the kitchen sink for bonds a 3-d view of term structure revisited		David Gerard Stack
Leçon n. 10: INTERPOLATING MARKET PRICES A tale of three bonds Bootstrapping Interest Rate Sensitivity		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		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"		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		David Gerard Stack
Leçon n. 14: HEDGING WITH EURODOLLAR STIR FUTURES Anticipated borrowing, flowating rate loan Creating synthetic Investments Interest Rate Swap		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		David Gerard Stack