| Center |
| Faculty of Economics |
| Departament |
| Financial and Actuarial Economics |
| Lecturers in charge |
| H1282 - HIPOLIT TORRO I ENGUIX |
| Met. Docent |
| Attendance at theory classes and active participation in practical classes. |
| Met. Avaluació |
| Final examination - - |
| Bibliografia |
| - Bierwag, Gerald O. (1991): "Análisis de la duración: la gestión del riesgo de tipo de interés" Alianza, Madrid. - Grandville La, O. de (2001): Bond Pricing and Porfolio Management. MIT Press, Cambridge Massachusetts. - Hull, J. C. (1996): Introducción a los mercados de futuros y opciones. Prentice Hall. |
| Continguts |
| The objective of the subject is the valuation of assets derived from types of interest and on funds. The focus of the subject is that of valuation for arbitration. In the first place it studies the Temporary Structure of the Types of Interest as basic tool of analysis. Later on, and in a progressive way, they go on being introduced to elements in the pattern to make it more realistic. The program is structured in four parts: 1. advanced themes in the analysis of risks of interest. 2. derived types of interest. 3. valuation in discreet time. 4. valuation in continuous time. |
| Objetius |
| URL de Fitxa |