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Futuros financieros - Ejercicios
Martínez Abascal, EduardoExercise FE-24FinanceProblemas sencillos para asimilar el concepto de futuros financieros. Precio del futuro, posibilidades de arbitraje.Starting at €8.20
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Return, volatility and optimization of portfolios. Problem set
Martínez Abascal, EduardoExercise FE-21-EFinanceStarting at €8.20
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International money and debt markets - Exercises
Martínez Abascal, EduardoExercise FE-31-EFinanceThese exercises are intended to apply and reinforce the knowledge about Money and Debt Markts studied in the technical note FN 314. Money and Debt Markets. In the first part they covered very practical questiones about different products and markets, how and when to use them and their tax treatment. In the second part the students have to obtain the yield curveand then discuss the shape of the and the alternatives of investment following the cur...Starting at €8.20
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Passive strategies, index portfolios and arbitrage - Exercises
Martínez Abascal, EduardoExercise FE-16-EFinanceStarting at €8.20
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Portfolio performance evaluation - Exercises
Martínez Abascal, EduardoExercise FE-33-EFinanceExercises to acompany the technical note FE Portfolio Performance Evaluation. Thy conver: Measures of return (arithmetic vs. geosmetric mean); measures of risk and return; market timing abilities and Performance Attribution.Starting at €8.20
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Valoración de bonos - Ejercicios
Martínez Abascal, EduardoExercise FE-17Finance? Problema sobre valoración de bonos: cálculo de precio, rentabilidad simple y compuesta (TIR). ? Criterios de elección entre varios bonos. Estos ejercicios complementan la nota técnica FN-272, «Valoración de bonos». (Also available in English).Starting at €8.20
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Volatilidad de bonos - Ejercicios
Martínez Abascal, EduardoExercise FE-18Finance? Sensibilidad del precio de un bono a los cambios en los diversos factores que le afectan. ? Cálculo de la duración. ? Uso de la duración en la gestión de carteras. Estos ejercicios acompañan a la nota técnica FN-273, «Volatilidad de bonos». (Also available in Spanish).Starting at €8.20
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Interest rate swaps pricing - Exercises
Martínez Abascal, EduardoExercise FE-32-EFinanceThese problems are intended to give the student an opportunity to practice with the fixed income mathematics and also to give some exposure to international bond markets. The problems are based on the information containned on FN-314, Exhibit 2, Tables 12 to 15, from the Wall Street Journal Europe (WSJE) and the Finacial Times (FT).Starting at €8.20
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Rentabilidad, volatilidad y optimización de carteras - Ejercicios
Martínez Abascal, EduardoExercise FE-21FinanceCálculo de la rentabilidad, volatilidad y optimización de una cartera. Línea de asignación de activos. Elección entre activos de renta variable en función de su riesgo y rentabilidad. Optimización de carteras. Estos ejercicios complementan a la nota técnica FN-242, «Optimización de carteras». Estos ejercicios se completan con el programa de ordenador «Optimal Portfolio».Starting at €8.20