DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica

Fernando Rubio ()

Finance from EconWPA

Abstract: Este documento de trabajo analiza el Modelo de Valoración de Opciones basado en la Estructura de Tasas de Interés de Salomon Brothers. Con ello se calcula la duración efectiva de bonos prepagables.

Keywords: España; duración; bonos; prepago; opciones; Salomon Brothers (search for similar items in EconPapers)
JEL-codes: G10 G12 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cfn
Date: 2004-02-02
Note: Type of Document - pdf; prepared on WinXP; pages: 25

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http://129.3.20.41/eps/fin/papers/0402/0402004.pdf (application/pdf)

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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0402004

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