An introduction to the calibration of the Schwartz (1997) reduced-form, no-arbitrage two-factor model through the expectation maximization algorithm or prediction error decomposition / Carlos Armando Mejía Vega.
Material type: TextPublisher: Bogotá : Universidad Externado de Colombia, 2018Description: 143 páginas : ilustraciones, gráficas ; 21 cmISBN: 9789587900286Subject(s): Schwartz, Eduardo S, 1940- -- Pensamiento jurd̕ico | Mercado financiero -- Modelos matemáticos | Finanzas -- Modelos matemáticos | Política de preciosDDC classification: 332.64Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libro General | Bogotá Sede Central Estantería General | Colección General | 332.64 M34i (Browse shelf) | Ej.1 | Available | 73010 |
Total holds: 0
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