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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| Formatua: | article |
| Hizkuntza: | spa |
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2006
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| Sarrera elektronikoa: | https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/158 |
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