Term Structure of Interest Rates

 

שמור ב:
מידע ביבליוגרפי
מחבר: Stradi, Benito A.
פורמט: artículo original
סטטוס:Versión publicada
Fecha de Publicación:2005
תיאור: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.
País:Portal de Revistas UCR
מוסד:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
שפה:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/257
גישה מקוונת:https://revistas.ucr.ac.cr/index.php/matematica/article/view/257
מילת מפתח:Interest Rates
Term Structure
Stock Dynamics
Tasas de Interés
Estructura de Tasas de Interés
Dinámica de Acciones