Modelling the Uruguayan debt through Gaussians models
Year of publication: |
[2016]
|
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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
|
Subject: | Uruguayan sovereign bonds | Stochastic processes | Yield curve | Term structure surface | Interest rate models | Forward-rate models | Arbitrage possibilities | Zinsstruktur | Öffentliche Anleihe | Public bond | Stochastischer Prozess | Stochastic process | Uruguay | Theorie | Theory | Arbitrage | Anleihe | Bond |
Type of publication: | Article |
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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 |
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