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12 Março 2021, 14:30 • Rita Sousa

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- Non-Normal Linear VaR: student t and mixture distributions

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11 Março 2021, 13:00 • Rita Sousa

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- Non-Normal Linear VaR: skewed generalized Student t

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5 Março 2021, 14:30 • Rita Sousa

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- Exponentially Weighted Moving Average estimation of covariance matrices

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4 Março 2021, 13:00 • Rita Sousa

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- Portfolio mapping: risk factors and risk factor sensitivities and cash-flow mapping

- Normal Linear VaR for cash-flow maps

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26 Fevereiro 2021, 14:30 • Rita Sousa

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- Portfolio mapping: risk factors and risk factor sensitivities and cash-flow mapping