A estrutura a termo de taxas de juros no Brasil: modelos, estimação e testes
In this paper, we propose a methodology for the construction of the risk-free interest rate term structure in Brazil, using the Svensson model for interpolation and extrapolation of the interest rate curves, and genetic algorithms, in complement to traditional algorithms of nonlinear optimization, f...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | por |
| Publicado em: |
2012
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| Assuntos: | |
| Texto completo: | https://doi.org/10.1590/S1413-80502012000200003 |
| País: | Brasil |
| Oai: | oai:revistas.usp.br:article/46201 |