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.