Browsing FGV EPGE - Teses, Doutorado em Economia by Subject "Taxas de juros - Modelos matemáticos"

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    • Ensaios sobre a estrutura a termo da taxa de juros 

      Glasman, Daniela Kubudi
      2013-02-25
      This thesis consists of three works that analyses the term structure of interest rates using different datasets and models. Chapter 1 proposes a parametric interest rate model that allows for segmentation and local shocks ...