Polynomial Splines - Empirical Implementation. Continuous-time finance recap.

23 Outubro 2024, 11:00 • Jorge Barros Luis

Polynomial Splines - Empirical Implementation. Continuous-time finance recap.

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Nelson and Siegel and Svensson methods - static and dynamic versions. Empirical implementation.

22 Outubro 2024, 12:00 • Jorge Barros Luis

Nelson and Siegel and Svensson methods - static and dynamic versions. Empirical implementation.

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Static Methods to fit the Term Structure of Interest Rates - Polynomial and Nelson and Siegel Methods.

16 Outubro 2024, 11:00 • Jorge Barros Luis

Static Methods to fit the Term Structure of Interest Rates - Polynomial and Nelson and Siegel Methods.

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Hedging Instruments - Conclusion. Static Methods to fit the Term Structure of Interest Rates - Introduction.

15 Outubro 2024, 12:00 • Jorge Barros Luis

Hedging Instruments - Conclusion. Static Methods to fit the Term Structure of Interest Rates - Introduction.

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Hedging Strategies with Duration and Convexity. Hedging Instruments.

9 Outubro 2024, 11:00 • Jorge Barros Luis

Hedging Strategies with Duration and Convexity. Hedging Instruments.

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