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

MF (Mathematical Finance) ,

Anúncio

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 - Data de criação: 25-12-2018