Análisis de Eficiencia del Modelo de Valoración Binominal para los Bonos Globales Ecuatorianos y su Aplicación

It has been used the model of binomial tree “Black-Derman-Toy” for a process of interest rates with the purpose of making a conceptual retrospective ex-post valuation of the Ecuadorian Global bonds, to compare them with the prices that were observed on the market. The analysis demonstrates that the...

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Gorde:
Xehetasun bibliografikoak
Egile nagusia: Moreno, Juan Pablo (author)
Formatua: article
Hizkuntza:spa
Argitaratua: 2006
Gaiak:
Sarrera elektronikoa:https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/158
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