Sumários
13 Setembro 2023, 14:00
•
Walther Neuhaus
Stochastic term structure models
Risk measures
Simulation
13 Setembro 2023, 10:30
•
Walther Neuhaus
Interest rate sensitivity
Matching and immunisation
11 Setembro 2023, 14:00
•
Walther Neuhaus
Introduction
Stakeholders
Basic interest rate theory
Interest rate sensitivity