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9 Novembro 2020, 19:00 • Rita Sousa

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Empirical challenges for DTSMs

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9 Novembro 2020, 17:30 • Rita Sousa

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Empirical challenges for DTSMs

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2 Novembro 2020, 19:00 • Rita Sousa

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Estimation of DTSMs

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2 Novembro 2020, 17:30 • Rita Sousa

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Estimation of DTSMs

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26 Outubro 2020, 19:00 • Rita Sousa

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Dynamic term structure models

• Continuous-time affine DTSMs
• Canonical representation