Var for Bonds: Beta, Factor and Full Models

14 Novembro 2025, 10:30 • Jorge Barros Luis

Var for Bonds: Beta, Factor and Full Models.

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Market Risk of Stock Portfolios - the diagonal model

13 Novembro 2025, 11:30 • Jorge Barros Luis

Market Risk of Stock Portfolios - the diagonal model-

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Interest Rate Risk for marked-to-market financial assets: the Convexity. Interest Rate Risk for non-marked-to-market assets; interest rate gaps.

7 Novembro 2025, 10:30 • Jorge Barros Luis

Interest Rate Risk for marked-to-market financial assets: the Convexity. Interest Rate Risk for non-marked-to-market assets; interest rate gaps.

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Interest Rate Risk for marked-to-market financial assets: the Duration.

6 Novembro 2025, 11:30 • Jorge Barros Luis

Interest Rate Risk for marked-to-market financial assets: the Duration.

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Market Risk - empirical and parametric approach.

30 Outubro 2025, 11:30 • Jorge Barros Luis

Market Risk - empirical and parametric approach (make-up lecture on the 12th Nov).

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