A two-mean reverting-factor model of the term structure of interest rates
Mostra el registre complet Registre parcial de l'ítem
- dc.contributor.author Moreno, Manuelca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 1996-11-01ca
- dc.date.modified 2016-09-29T02:50:09Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=193ca
- dc.identifier.citation Journal of Futures Markets, 23, 11, 1075-1105, 2003ca
- dc.identifier.uri http://hdl.handle.net/10230/989ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 193ca
- 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 Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Finance and Accountingca
- dc.subject.keyword term structure of interest ratesca
- dc.subject.keyword bond pricing equationca
- dc.subject.keyword two--factor modelsca
- dc.subject.keyword ornstein--uhlenbeck processesca
- dc.subject.keyword interest rate derivativesca
- dc.title A two-mean reverting-factor model of the term structure of interest ratesca
- dc.type info:eu-repo/semantics/workingPaperca