The spline model. Deterministic models to fit the yield curve: Nelson and Siegel, Svensson, Bjorn and Christensen, Bliss and Diebold, Piazzesi and Rudebusch.

24 Outubro 2025, 10:30 • Jorge Barros Luis

The spline model. Deterministic models to fit the yield curve: Nelson and Siegel, Svensson, Bjorn and Christensen, Bliss and Diebold, Piazzesi and Rudebusch.

---

Polynomial methods to fit the term structure of interest rates.

23 Outubro 2025, 11:30 • Jorge Barros Luis

Polynomial methods to fit the term structure of interest rates.

---

Interest Rate Risk: Explanatory Theories of the Term Structure of Interest Rates. Static Methods for Yield Curve Fitting: the Bootstrapping method.

17 Outubro 2025, 10:30 • Jorge Barros Luis

Interest Rate Risk: Explanatory Theories of the Term Structure of Interest Rates. Static Methods for Yield Curve Fitting: the Bootstrapping method.

---

Interest Rate Risk: Main Concepts

16 Outubro 2025, 11:30 • Jorge Barros Luis

Interest Rate Risk: Main Concepts

---

Validation of Credit Risk Models - conclusion and empirical implementation of Kolmogorov-Smirnov indicator and the Hosmer-Lemeshow Test. Interest rate risk: introduction.

10 Outubro 2025, 10:30 • Jorge Barros Luis

Validation of Credit Risk Models - conclusion and empirical implementation of Kolmogorov-Smirnov indicator and the Hosmer-Lemeshow Test. Interest rate risk: introduction.

---