Convexity Hedging

26 Outubro 2021, 12:00 • Jorge Barros Luis

Credit Risk - univariate analysis and early models.

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Postponed lecture

22 Outubro 2021, 12:00 • Jorge Barros Luis

Postponed lecture

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Explanatory Theories of the Term Structure of Interest Rates. Interest rate risk: duration hedging.

19 Outubro 2021, 12:00 • Jorge Barros Luis

Explanatory Theories of the Term Structure of Interest Rates. Interest rate risk: duration hedging.

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Term Structure of Interest Rates - representation and stylized facts.

15 Outubro 2021, 12:00 • Jorge Barros Luis

Term Structure of Interest Rates - representation and stylized facts.

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Interest Rate Risk. From Bonds to Intrest Rates: introduction.

12 Outubro 2021, 12:00 • Jorge Barros Luis

Interest Rate Risk. From Bonds to Interest Rates: introduction.

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