Open AccessVALUACIÓN DEL VALOR EN RIESGO DE BONOS CUPÓN CERO EN EL MERCADO FINANCIERO MEXICANO A TRAVÉS DEL MODELO DE VASICEK, CIR Y SIMULACIÓN MONTE CARLO CON SALTOS DE POISSON
Author(s) -
Fernando Cruz Aranda
Publication year - 2006
Publication title -
deleted journal
Language(s) - Spanish
Resource type - Journals
ISSN - 1665-5346
DOI - 10.21919/remef.v5i1.216
Subject(s) - vasicek model , zero coupon bond , monte carlo method , short rate , physics , bond , mathematics , statistics , economics , yield curve , finance
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