Explanatory theories and static fitting methods of the Term Structure of Interest Rates: Bootstrapping, Carlton and Cooper and Polynomials.

30 outubro 2026, 10:30 • Jorge Barros Luis

Explanatory theories and static fitting methods of the Term Structure of Interest Rates: Bootstrapping, Carlton and Cooper and Polynomials.

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Stylized facts and different ways to characterize the term structure of interest rates

29 outubro 2026, 11:30 • Jorge Barros Luis

Stylized facts and different ways to characterize the term structure of interest rates.

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Validation of Credit Risk Models - conclusion. Intereest rate risk: introduction and the yield curve.

23 outubro 2026, 10:30 • Jorge Barros Luis

Validation of Credit Risk Models - conclusion. Intereest rate risk: introduction and the yield curve.

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Loss Given Default. Validation of internal credit risk models - type I and II errors.

22 outubro 2026, 11:30 • Jorge Barros Luis

Loss Given Default. Validation of internal credit risk models - type I and II errors.

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Merton Model - Practical Implementation. Credit Risk Models for Small Businesses and Individuals.

16 outubro 2026, 10:30 • Jorge Barros Luis

Merton Model - Practical Implementation. Credit Risk Models for Small Businesses and Individuals.

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