Continuous-time multifactor models. Affine Models: Introduction.

22 Novembro 2019, 11:30 • Jorge Barros Luis

Continuous-time multifactor models. Affine Models: Introduction.

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One-factor Short Rate Models

20 Novembro 2019, 14:00 • Jorge Barros Luis

One-factor Short Rate Models.

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Short-term interest rate models: interest rate trees.

15 Novembro 2019, 11:30 • Jorge Barros Luis

Short-term interest rate models: interest rate trees.

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Geometric Brownian Motion, Ito's Lemma and Probability Distribution.

13 Novembro 2019, 14:00 • Jorge Barros Luis

Geometric Brownian Motion, Ito's Lemma and Probability Distribution.

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Stochastic Interest Rate Models: Markov, Wiener, Generalised Wiener and Ito Processes

8 Novembro 2019, 11:30 • Jorge Barros Luis

Stochastic Interest Rate Models: Markov, Wiener, Generalised Wiener and Ito Processes.

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