Term Structure Modeling and the Lower Bound Problem

Monday, 7 September 2015 to Wednesday, 9 September 2015
Florence, EUI

The 23rd EABCN training school will be a three days course on 'Term Structure Modeling and the Lower Bound Problem' taught by Dr Jens Christensen (Federal Reserve Bank of San Francisco). The course will cover the most recent literature on how to model the term structure of bond yields including challenges posed by the asymmetric behavior of yields near their lower bound.

To access the material of the event follow this link.

Call for papers: 
Tue, 08/09/2015 - 2:34pm

Dear all,

this is our first EABCN forum!

We think of this as a place where participants to this training school can exchange their questions, their ideas, their codes and their papers easily.

We hope it will be a useful tool to enrich your experience at the training school!