Modelling the Uruguayan debt through Gaussians models (Q4606782)
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scientific article; zbMATH DE number 6848605
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling the Uruguayan debt through Gaussians models |
scientific article; zbMATH DE number 6848605 |
Statements
Modelling the Uruguayan Debt Through Gaussians Models (English)
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9 March 2018
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Uruguayan sovereign bonds
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stochastic processes
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yield curve
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term structure surface
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interest rate models
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forward-rate models
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arbitrage possibilities
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0.7130101323127747
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0.7106687426567078
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0.7094966769218445
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0.6975569725036621
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0.6903071999549866
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