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.

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Deterministic Methods to Estimate the Yield Curve

25 Outubro 2023, 13:00 • Jorge Barros Luis

Deterministic Methods to Estimate the Yield Curve.

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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.

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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.

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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.

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