Term Structure Modelling

Date: 
Monday, 27 August 2018 to Wednesday, 29 August 2018
Venue: 
Bank of Finland, Helsinki
Institution: 
Bank of Finland

Professors Kenneth Singleton and Anh Le will cover select topics on the modelling of the term structure of interest rates, including reduced-form affine term structure models and equilibrium models of the interest rates in which agents are endowed with specific preferences.

Deadline: 
May 15, 2018