DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica

Fernando Rubio Fernandez ()

Finance from University Library of Munich, Germany

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)
Pages: 25 pages
Date: 2004-02-02
New Economics Papers: this item is included in nep-cfn
Note: Type of Document - pdf; prepared on WinXP; pages: 25
References: Add references at CitEc
Citations:

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0402/0402004.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Access Statistics for this paper

More papers in Finance from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).