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Modelos de Taxa de Juro e Risco de Crédito
1 Semestre 2026/2027
pt
en
Maximum Likelihood Estimation - 2-factor identified model
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v2mlgrin.m
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Avaliação
Bibliografia
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Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
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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