A two-mean reverting-factor model of the term structure of interest rates
| dc.contributor.author | Moreno, Manuel | ca |
| dc.contributor.other | Universitat Pompeu Fabra. Departament d'Economia i Empresa | ca |
| dc.date.issued | 1996-11-01 | ca |
| dc.date.modified | 2016-09-29T02:50:09Z | ca |
| dc.format.mimetype | application/pdf | ca |
| dc.identifier | https://econ-papers.upf.edu/ca/paper.php?id=193 | ca |
| dc.identifier.citation | Journal of Futures Markets, 23, 11, 1075-1105, 2003 | ca |
| dc.identifier.uri | http://hdl.handle.net/10230/989 | ca |
| dc.language.iso | eng | ca |
| dc.relation.ispartofseries | Economics and Business Working Papers Series; 193 | ca |
| dc.rights | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons | ca |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | ca |
| dc.subject.keyword | Finance and Accounting | ca |
| dc.subject.keyword | term structure of interest rates | ca |
| dc.subject.keyword | bond pricing equation | ca |
| dc.subject.keyword | two--factor models | ca |
| dc.subject.keyword | ornstein--uhlenbeck processes | ca |
| dc.subject.keyword | interest rate derivatives | ca |
| dc.title | A two-mean reverting-factor model of the term structure of interest rates | ca |
| dc.type | info:eu-repo/semantics/workingPaper | ca |
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