Sumários

Student presentations

13 Novembro 2023, 19:00 Szabolcs Sebestyén


Student presentations

Student presentations

13 Novembro 2023, 17:30 Szabolcs Sebestyén


Student presentations

Affine processes

30 Outubro 2023, 19:00 Szabolcs Sebestyén


Empirical challenges for DTSMs

Affine processes

30 Outubro 2023, 17:30 Szabolcs Sebestyén


Estimation of DTSMs

Affine processes

23 Outubro 2023, 19:00 Szabolcs Sebestyén


Dynamic term structure models
  • Continuous-time affine DTSMs
  • Canonical representation