Modelos de Taxa de Juro e Risco de Crédito (1 º Sem 2018/2019)

MF (Mathematical Finance) ,

Publicar Publicado em 13-02-2019

Publicação de Notas

Dear students, I've just released the grades of the 2nd take exam. If any of you wishes to review the exam, please let me know, in order to schedule a time for tomorrow. I'm also uploading the exam correction in the exams folder. Kind regards, Jorge Barros Luís
A pauta pode ser consultada aqui

Canal: Modelos de Taxa de Juro e Risco de Crédito -

Publicar Publicado em 27-01-2019

Publicação de Notas

Dear Students, I've just released the final grades (already including the practical assignments for those who did them). I'll be available to schedule a session on Monday, 28th January, suggesting 11:30 am, 3 pm or 6 pm. Given the low number of exams, I ask you to send my an e-mail if you are interested in attending the session and your preference about time. Furthermore, I'll also be available to provide you with any additional information by e-mail. Lastly, I will also post in the Aquila the main topics expected to be addressed in the questions. Have a nice weekend Jorge Barros Luís
A pauta pode ser consultada aqui

Canal: Modelos de Taxa de Juro e Risco de Crédito -

Publicar Publicado em 25-12-2018

Slides - Chapter

Dear Students,

Following our last lccture, I have ammended slided 332, replacing the former probabilities by those from the previous table, with a correlation coefficient equal to 0.30.

Wish you a Merry Xmas, a Happy New Year and a good work.

Jorge Barros Luís

Canal: Modelos de Taxa de Juro e Risco de Crédito - Autor: JORGE BARROS LUIS -

Publicar Publicado em 05-12-2018

Next lecture - 7th Dec

Dear students,

After our today's lecture, I was requested to be at a meeting next Friday, that is expected to end at noon.

Therefore, I would like to hear from you about what would be the best alternative to overcome this agenda problem.

For me, it would be better to keep the lecture on Friday, but to start a bit later, at 12:30 (or a different time in the afternoon).

Otherwise, we can also try to find a new date next week.

Please let me know about your preferences and my apologies for this inconvenience at such a short notice.

Kind regards,

Jorge Barros Luís

Canal: Modelos de Taxa de Juro e Risco de Crédito - Autor: JORGE HUMBERTO DA CRUZ BARROS DE JESUS LUIS -

2018 Dez. (2)

2019 Jan. (1), Fev. (1)