Moreno, Manuel
A two - mean reverting - factor model of the term structure of interest rates .-- Barcelona : Universitat Pompeu Fabra [UPF] , 1996
.--57 p. 30 cm. .-- ( UPF economics working paper; 193 ).
Resumen; bibliografía;conclusiones
TIPOS
INTERES
MODELOS ECONOMETRICOS
A two - mean reverting - factor model of the term structure of interest rates .-- Barcelona : Universitat Pompeu Fabra [UPF] , 1996
.--57 p. 30 cm. .-- ( UPF economics working paper; 193 ).
Resumen; bibliografía;conclusiones
TIPOS
INTERES
MODELOS ECONOMETRICOS