Modelling the Uruguayan Debt Through Gaussians Models (Q4606782)
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scientific article; zbMATH DE number 6848605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the Uruguayan Debt Through Gaussians Models |
scientific article; zbMATH DE number 6848605 |
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Modelling the Uruguayan Debt Through Gaussians Models (English)
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9 March 2018
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Uruguayan sovereign bonds
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stochastic processes
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yield curve
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term structure surface
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interest rate models
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forward-rate models
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arbitrage possibilities
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