Term Structure of Interest Rates
Guardado en:
| 作者: | |
|---|---|
| 格式: | artículo original |
| 狀態: | Versión publicada |
| Fecha de Publicación: | 2005 |
| 實物特徵: | 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 |
| 機構: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| 語言: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/257 |
| 在線閱讀: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/257 |
| Access Level: | acceso abierto |
| Palabra clave: | Interest Rates Term Structure Stock Dynamics Tasas de Interés Estructura de Tasas de Interés Dinámica de Acciones |