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8 Novembro 2021, 19:00 • Rita Sousa

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Student presentations

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8 Novembro 2021, 17:30 • Rita Sousa

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Student presentations

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25 Outubro 2021, 19:00 • Rita Sousa

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SDFs and DAPMs

Consumption-based DAPMs

SDFs and factor models

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25 Outubro 2021, 17:30 • Rita Sousa

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Empirical challenges for DTSMs

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18 Outubro 2021, 19:00 • Rita Sousa

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The Nelson-Siegel model

Credit risk and affine processes