Credit related instruments with several underlying entities. Structural models.

29 Novembro 2017, 10:00 • Jorge Barros Luis

Credit related instruments with several underlying entities. Structural models - introduction.

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Credit Derivatives with single entities

24 Novembro 2017, 11:30 • Jorge Barros Luis

Credit Derivatives with single entities.

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Stochastic Interest Rate Models: Conclusion; Short Rate Models: Interest Rate Models

15 Novembro 2017, 10:00 • Jorge Barros Luis

Stochastic Interest Rate Models: Itô's Lemma and Risk-Neutral Valuation

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Generalized Wiener Processes and Geometric Brownian Motion

10 Novembro 2017, 11:30 • Jorge Barros Luis

Generalized Wiener Processes and Geometric Brownian Motion.

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Static Interest Rate Models - Direct Methods

27 Outubro 2017, 11:30 • Jorge Barros Luis

Static Interest Rate Models - Direct Methods.

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