Sumários
Deterministic Models for the Estimation of the Yield Curve - Conclusion. Dynamic Interest Rate Models: From Markov to Ito processes.
31 Outubro 2023, 12:00 • Jorge Barros Luis
Deterministic Models for the Estimation of the Yield Curve - Conclusion. Dynamic Interest Rate Models: From Markov to Ito processes.
Deterministic Methods to Estimate the Yield Curve
25 Outubro 2023, 13:00 • Jorge Barros Luis
Deterministic Methods to Estimate the Yield Curve.
Polynomial methods to estimate the term structure of interest rates
24 Outubro 2023, 12:00 • Jorge Barros Luis
Polynomial methods to estimate the term structure of interest rates.
Financial Derivatives for Hedging. Static Methods for the Estimation of the Yield Curve - Bootstrapping and Carlton and Cooper.
18 Outubro 2023, 13:00 • Jorge Barros Luis
Financial Derivatives for Hedging. Static Methods for the Estimation of the Yield Curve - Bootstrapping and Carlton and Cooper.
Modified Duration and Convexity - concepts and practical implementation. Duration and Convexity Hedging.
17 Outubro 2023, 12:00 • Jorge Barros Luis
Modified Duration and Convexity - concepts and practical implementation. Duration and Convexity Hedging.