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.
Call for papers:
Deadline:
May 15, 2018