Profitability and Risk.
The content of the topics covered, this work is:
Topic 4. - Risk of changes in interest rates.
4.1. - Introduction.
4.2. - Interest rates: their temporal structure.
4.2.1. - Interest rates for cash.
4.2.2. - Term structure of interest rates.
4.2.3. - Interest rate forward.
4.2.4. - Both internal return (IRR)
4.2.5. - Yield curves.
4.2.6. - Comparisons.
4.3. - The risk associated with changes in the term structure.
Topic 5. - Financial Analysis duration.
5.1. - Introduction.
5.2. - Definition of duration
5.3. - Duration determinants.
5.3.1. - Maturity or amortization period
5.3.2. - Duration and therefore of interest
5.3.3. - Duration and internal rate of return
5.3.4. - Changing the duration over time.
5.3.5. - Other variables.
5.4. - Convexity.