CCAPM. Affine models: how to estimate the yield curve.

22 Outubro 2025, 11:00 • Jorge Barros Luis

CCAPM. Affine models: how to estimate the yield curve.

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Short-term Interest Rate Models. Risk and Return with stochastic discount factors.

21 Outubro 2025, 12:00 • Jorge Barros Luis

Short-term Interest Rate Models. Risk and Return with stochastic discount factors..

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Stochastic Finance - key issues

15 Outubro 2025, 11:00 • Jorge Barros Luis

Stochastic Finance - key issues.

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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.

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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.

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