Listagem FGV EPGE - Ensaios Econômicos por autor "Almeida, Caio Ibsen Rodrigues de"
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The role of no-arbitrage on forecasting: lessons from a parametric term structure model
Almeida, Caio Ibsen Rodrigues de; Vicente, José (Escola de Pós-Graduação em Economia da FGV, 2007-10-01)Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, ...