Affine models - implementation in a Kalman Filter framework.

4 novembro 2026, 11:00 • Jorge Barros Luis

Affine models - implementation in a Kalman Filter framework.

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Affine models - factor loadings and yield, forward, volatility and term premium curves.

3 novembro 2026, 12:00 • Jorge Barros Luis

Affine models - factor loadings and yield, forward, volatility and term premium curves.

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Bond prices vs risk and marginal utility of consumption

21 outubro 2026, 11:00 • Jorge Barros Luis

Bond prices vs risk and marginal utility of consumption.

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Short Rate Models - Interest rate trees, Continuous time single and multifactor models- Affine models - introduction.

20 outubro 2026, 12:00 • Jorge Barros Luis

Short Rate Models - Interest rate trees, Continuous time single and multifactor models- Affine models - introduction.

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Continuous Time Finance Recap

14 outubro 2026, 11:00 • Jorge Barros Luis

Continuous Time Finance Recap.

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