FenixEdu
  • Login

Modelos de Taxa de Juro e Risco de Crédito

1 Semestre 2026/2027
en pt

  • Página Inicial
  • Avaliação
  • Bibliografia
  • Horário
  • Métodos de Ensino e Avaliações
  • Objectivos
  • Planeamento
  • Programa
  • Turnos
  • Anúncios
  • Sumários
  • Syllabus
  • Presentation
  • Slides - Chap.1
  • Duration
  • Duration Scenarios
  • TSIR Static Models
  • Forward Rates
  • Slides - chap. 2.1
  • Slides - chap. 2.2.1
  • GMB
  • Slides - chap. 2.2.2
  • Slides - chap. 2.2.3
  • German Yield Curve - Gaussian Model
  • PhD Thesis - Jorge Barros Luís - Chapter 2
  • PhD Thesis - Jorge Barros Luís - Chapter 3
  • Maximum Likelihood Estimation - 3-factor non-identified model
  • Kalman Filter - 3f non-identified model
  • Kalman Filter - 2f non-identified model
  • Maximum Likelihood Estimation - 2-factor non-identified model
  • Kalman Filter - 2-factor identified model.
  • Maximum Likelihood Estimation - 2-factor identified model
  • Exam Fev17 - Correction Criteria
  • Exam 29.01.2024 - Correction Criteria
  • Exam Jan24 - correction criteria
  • Exam - Jan18
  • Exam - Jan19
  • Exam - Feb.19
  • Exam - Jan.20
  • Exam - Feb.20
  • Exam - Jan.21
  • Exam - Feb.21
  • Exam - Jan.21 (excel)
  • Exam - Feb.21 (excel)
  • Exam - Jan.22
FenixEdu at ULisboa
Instituto Superior de Economia e Gestão