Yield curving modelling and estimation
| UTDT.rights.AUT | No | |
| dc.contributor.advisor | Sola, Martín | |
| dc.contributor.advisor | Universidad Torcuato Di Tella | |
| dc.contributor.author | Negri, María Marta | |
| dc.date.accessioned | 2017-04-03T18:07:54Z | |
| dc.date.available | 2017-04-03T18:07:54Z | |
| dc.date.exposure | 2015 | |
| dc.date.issued | 2015 | |
| dc.description | Esta tesis en PDF no tiene permisos por parte del autor para ser reproducida. Puedes venir a consultarla a la Biblioteca Di Tella pero recuerda que no podrás copiarla, ni grabarla en ningún dispositivo, ni enviarla, ni imprimirla. La consulta se hace solo bajo reserva escribiendo a serviciosbiblio@utdt.edu. | |
| dc.description | Si eres el autor de la tesis y quieres dar tu autorización para la reproducción, puedes ponerte en contacto con repositorio@utdt.edu. | |
| dc.description.abstract | The remainder of this paper is organized as follows. As a first step, we discuss the most relevant interest rate models mentioned in the literature. We then pass onto discussing the most relevant estimation methods found in the literature and choose two of them to test empirically. Finally we draw conclusions on the results considering the theoretical background. | es_AR |
| dc.format.extent | 39 p. | |
| dc.identifier.inventario | bdt:BDT90438 | |
| dc.identifier.uri | https://repositorio.utdt.edu/handle/20.500.13098/2001 | |
| dc.language | eng | |
| dc.publisher | Universidad Torcuato Di Tella | |
| dc.rights | info:eu-repo/semantics/restrictedAccess | es_AR |
| dc.subject | Econometría | |
| dc.subject | Tesis | |
| dc.title | Yield curving modelling and estimation | |
| dc.type | info:eu-repo/semantics/masterThesis | es_AR |
| dc.type.version | info:eu-repo/semantics/acceptedVersion | es_AR |
| organization.identifier.ror | https://ror.org/04sxme922 | |
| thesis.degree.grantor | Universidad Torcuato Di Tella. Departamento de Economía | |
| thesis.degree.level | 1 | es_AR |
| thesis.degree.name | Maestría en Econometría |