Implied Economic Characteristics from the Term Structure of Russian Federal Bonds
The yield curve modeling. Brief overview of term structure model types and the analytical description of the Vasicek and Hull-White models. The term structure of Russian Federal Bonds. The implied economic characteristics stemming from the Vasicek model.
| Рубрика | Экономика и экономическая теория |
| Вид | дипломная работа |
| Язык | английский |
| Дата добавления | 17.11.2015 |
| Размер файла | 1,3 M |
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