Modelling the Uruguayan debt through Gaussians models
Ernesto Mordecki and Andrés Sosa
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Mordecki, Ernesto ; Sosa, Andrés |
| Published in: |
Trends in mathematical economics : dialogues between Southern Europe and Latin America. - Switzerland : Springer, ISBN 978-3-319-32541-5. - 2016, p. 331-346
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| Subject: | Uruguayan sovereign bonds | Stochastic processes | Yield curve | Term structure surface | Interest rate models | Forward-rate models | Arbitrage possibilities | Stochastischer Prozess | Stochastic process | Zinsstruktur | Öffentliche Anleihe | Public bond | Uruguay | Arbitrage | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-32543-9_17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800861