Term Structure of Interest Rates

 

保存先:
書誌詳細
著者: Stradi, Benito A.
フォーマット: artículo original
状態:Versión publicada
出版日付:2005
その他の書誌記述:The risk free rate on bonds is a very important quantity that allows calculation of premium values on bonds. This quantity of stochastic nature has been modeled with different degrees of sophistication. This paper reviews the major models utilized in the estimation of the risk free rate and gives an example of the behavior generated by one of these models.
国:Portal de Revistas UCR
機関:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
言語:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/257
オンライン・アクセス:https://revistas.ucr.ac.cr/index.php/matematica/article/view/257
キーワード:Interest Rates
Term Structure
Stock Dynamics
Tasas de Interés
Estructura de Tasas de Interés
Dinámica de Acciones