Sumários
13 Novembro 2023, 19:00
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Szabolcs Sebestyén
Student presentations
13 Novembro 2023, 17:30
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Szabolcs Sebestyén
Student presentations
30 Outubro 2023, 19:00
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Szabolcs Sebestyén
Empirical challenges for DTSMs
30 Outubro 2023, 17:30
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Szabolcs Sebestyén
Estimation of DTSMs
23 Outubro 2023, 19:00
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Szabolcs Sebestyén
Dynamic term structure models
- Continuous-time affine DTSMs
- Canonical representation