Modelización de la tasa de interés para la evaluación del riesgo de tasa de interés mediante modelos de Valor a Riesgo (VaR)
autores: Elena Grubisic; Guillermo Escudé
| Year of publication: |
1999
|
|---|---|
| Authors: | Grubisic, Elena M. ; Escudé, Guillermo J. |
| Publisher: |
[Buenos Aires] |
| Subject: | Zinsrisiko | Interest rate risk | Mikroökonometrie | Microeconometrics | Theorie | Theory |
| Extent: | 38 Bl graph. Darst |
|---|---|
| Series: | Documentos de trabajo / Banco Central de la República Argentina, Area de Economía y Finanzas. - Buenos Aires, ISSN 0328-8846, ZDB-ID 2241393-5. - Vol. 9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | Spanish |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001445807