Sumários
Affine models - the general framework and the Kalman Filter estimation
21 Novembro 2023, 12:00 • Jorge Barros Luis
Affine models - the general framework and the Kalman Filter estimation.
Affine Models - Introduction
15 Novembro 2023, 13:00 • Jorge Barros Luis
Affine Models - Introduction.
Single-factor Interest Rate Models
14 Novembro 2023, 12:00 • Jorge Barros Luis
Single-factor Interest Rate Models.
Lesson giiven as make-up lectture on the class of the 87h Nov, through additional 30 m during the classes on the remaining 4 Wednesdays.
8 Novembro 2023, 13:00 • Jorge Barros Luis
Lesson giiven as make-up lectture on the class of the 8 Nov, through additional 30 m during the classes on the remaining 4 lectures. Wednesdays.