Term Structure of Interest Rates
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...
| Autor Principal: | Stradi, Benito A. |
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| Formato: | Artículo |
| Idioma: | Español |
| Publicado: |
2015
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| Acceso en línea: |
http://revistas.ucr.ac.cr/index.php/matematica/article/view/257 http://hdl.handle.net/10669/12903 |
| Sumario: |
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. |
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