© 2018. This article explains the mathematical and market approaches that were considered for the creation of the model of estimation of the term structure of interest rates. Additionally a methodology is presented by which the model object of study is applied, making use of 7 Colombian public debt securities, finally the conclusions are presented, in which it is emphasized mainly in the scope of the model at issue.
|Original language||American English|
|State||Published - 1 Jan 2018|