Previsão da taxa de juros utilizando o modelo de Vasicek

Previsão da taxa de juros utilizando o modelo de Vasicek

Submitted by Hagen Schoof (hagen.schoof@gmail.com) on 2011-09-19T20:54:51Z No. of bitstreams: 1 Dissertação30.pdf: 1093774 bytes, checksum: 39a1fb805474efebc7cb743bca515a10 (MD5) === Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2011-09-19T20:56:55Z (GMT...

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Bibliographic Details
Main Author: Schoof, Hagen
Other Authors: Schiozer, Rafael Felipe
Language:Portuguese
Published: 2011
Subjects:
Juros
Vasicek
Previsão
Rate
Forecast
Economia
Taxas de juros - Modelos matemáticos
Investimentos - Administração
Online Access:http://hdl.handle.net/10438/8617

Internet

http://hdl.handle.net/10438/8617

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