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DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica

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Author Info
Fernando Rubio (FERNCAPITAL S.A.)

Additional information is available for the following registered author(s):

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.

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File URL: http://129.3.20.41/eps/fin/papers/0402/0402004.pdf
File Format: application/pdf
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Download Restriction: no

Publisher Info
Paper provided by EconWPA in its series Finance with number 0402004.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 25 pages
Date of creation: 02 Feb 2004
Date of revision:
Handle: RePEc:wpa:wuwpfi:0402004

Note: Type of Document - pdf; prepared on WinXP; pages: 25
Contact details of provider:
Web page: http://129.3.20.41

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Related research
Keywords: España; duración; bonos; prepago; opciones; Salomon Brothers;

Find related papers by JEL classification:
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing

This paper has been announced in the following NEP Reports:

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This page was last updated on 2009-12-13.

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