Sumários
Affine Models: the yield curve and the Kalman Filter
12 Novembro 2024, 12:00 • Jorge Barros Luis
Affine Models: the yield curve and the Kalman Filter.
Affine Models: CAPM and CCAPM; Bond prices as log-linear functions of the latent factors.
6 Novembro 2024, 11:00 • Jorge Barros Luis
Affine Models: CAPM and CCAPM; Bond prices as log-linear functions of the latent factors.
Continuous Time Multifactor Models
5 Novembro 2024, 12:00 • Jorge Barros Luis
Continuous Time Multifactor Models.
Continuous Time Single Factor Models
30 Outubro 2024, 11:00 • Jorge Barros Luis
Continuous Time Single Factor Models