Term structure dynamics and no-arbitrage under the Taylor Rule

Term structure dynamics and no-arbitrage under the Taylor Rule

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Bibliographic Details
Main Author: Inhasz, Juliana
Other Authors: Escolas::EESP
Language:English
Published: 2010
Subjects:
Term structure
Interest rate
Latent factors
Monte Carlo Markov chain (MCMC)
Economia
Taxas de juros
Método de Monte Carlo
Taxas de juros - Modelos matemáticos
Online Access:http://hdl.handle.net/10438/4253

Internet

http://hdl.handle.net/10438/4253

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