Sumários

Stochastic Finance - key issues

15 Outubro 2025, 11:00 Jorge Barros Luis

Stochastic Finance - key issues.


Implementation of Static Models for the Yield Curve. Hypothesis test to decide between the Nelson-Siegel and the Svensson models. Extensions of the Nelson-Siegel model.

14 Outubro 2025, 12:00 Jorge Barros Luis

Implementation of Static Models for the Yield Curve. Hypothesis test to decide between the Nelson-Siegel and the Svensson models. Extensions of the Nelson-Siegel model.


Static Interest Rate Models - Polynomial Splines, Nelson and Siegel and Svensson

8 Outubro 2025, 11:00 Jorge Barros Luis

Static Interest Rate Models - Polynomial Splines, Nelson and Siegel and Svensson.


Interest Rate Derivatives - conclusion. Static Interest Rate Models - from bootstrapping to polynomials.

7 Outubro 2025, 12:00 Jorge Barros Luis

Interest Rate Derivatives - conclusion. Static Interest Rate Models - from bootstrapping to polynomials.


Duration Hedging and Convexity. FRAs.

1 Outubro 2025, 11:00 Jorge Barros Luis

Duration Hedging and Convexity. FRAs.