Stochastic Interest Rate Models - Continuous Time Finance Recap

9 Novembro 2018, 11:30 • Jorge Barros Luis

Stochastic Interest Rate Models - Continuous Time Finance Recap.

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Nelson-Siegel-Svensson Models

7 Novembro 2018, 10:00 • Jorge Barros Luis

Nelson-Siegel-Svensson Models: formulation and practical applications.

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Polynomial splines and deterministic models of the interest rate

2 Novembro 2018, 11:30 • Jorge Barros Luis

Polynomial splines and deterministic models of the interest rate.

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Polynomial interest rate models

31 Outubro 2018, 10:00 • Jorge Barros Luis

Polynomial interest rate models.

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Interest rate derivatives. Static interest rate models: introduction.

26 Outubro 2018, 11:30 • Jorge Barros Luis

Interest rate derivatives. Static interest rate models: introduction.

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