Yield curving modelling and estimation

The remainder of this paper is organized as follows. As a first step, we discuss the most relevant interest rate models mentioned in the literature. We then pass onto discussing the most relevant estimation methods found in the literature and choose two of them to test empirically. Finally we draw c...

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Detalles Bibliográficos
Autor principal: Negri, María Marta
Otros Autores: Sola, Martín
Formato: Tesis de maestría acceptedVersion
Lenguaje:Inglés
Publicado: Universidad Torcuato Di Tella 2017
Materias:
Econometría
Tesis
Acceso en línea:http://repositorio.utdt.edu/handle/utdt/2001
Aporte de:
Repositorio Digital Universidad Torcuato Di Tella de Universidad Torcuato Di Tella

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