Sara Dutra Lopes
Sara Dutra Lopes is a PhD student in Mathematics Applied to Economics and Management at University of Lisbon. Her interests in research include mathematical finance and risk management. In addition to her teaching work at University of Lisbon since 2011, she has worked in the financial sector since 2013 and currently works as a Research Analyst in the Market Operations Systems division at the European Central Bank
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The authors present a methodology to generate future scenarios of interest rates for different credit ratings under a real-world probability measure.