Palabras clave
Term Structure
Stock Dynamics
Tasas de Interés
Estructura de Tasas de Interés
Dinámica de Acciones
Cómo citar
Resumen
La tasa de interés de un Banco Estatal para sus bonos comerciales es una cantidad muy importante porque permite el cálculo del interés adicional proveído por un bono comercial. Esa tasa de interés estatal, que no tiene riesgo para el inversionista, ha sido modelada con diferentes niveles de sofistificación. Este artículo compila y compara los principales modelos utilizados en la estimación de esa tasa libre de riesgo y da un ejemplo del comportamiento generado por uno de esos modelos.
Citas
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