Sumários

Deterministic Models: conclusion and empirical applications

6 Novembro 2019, 14:00 Jorge Barros Luis

Deterministic Models: conclusion and empirical applications.


Polynomial Interest Rates Models: conclusion. Deterministic Models: introduction.

30 Outubro 2019, 14:00 Jorge Barros Luis

Polynomial Interest Rates Models: conclusion.

Deterministic Models: introduction.


Linear and Polynomial Interest Rates Models

25 Outubro 2019, 11:30 Jorge Barros Luis

Linear and Polynomial Interest Rates Models.


Interest Rate Derivatives. Static Interest Rate Models - Direct Methods.

23 Outubro 2019, 14:00 Jorge Barros Luis

Interest Rate Derivatives. Static Interest Rate Models - Direct Methods.


Hedging Interest Rate Risk: Convexity

18 Outubro 2019, 11:30 Jorge Barros Luis

Hedging Interest Rate Risk: Convexity.