Affine Term Structure Models: Forecasting the Yield Curve for Colombia

by Mateo Velásquez-Giraldo, Diego Restrepo-Tobón
Published 2016-01-01

Affine Term Structure Models: Forecasting the Yield Curve for Colombia

by Mateo Velásquez-Giraldo, Diego A. Restrepo-Tobón
Published 2016-07-01

Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés

by Sara Isabel Álvarez-Franco, Diego Alexander Restrepo-Tobón, Mateo Velásquez-Giraldo
Published 2017-01-01