Pensado para satisfacer las necesidades, tanto teóricas como prácticas, que tienen los
alumnos de las licenciaturas de Economía, Administración y Dirección de Empresas, y …

A method of matching unequally spaced height maps is described. This method would be
useful in a Mars rover which tries to refine the estimate of its position by matching the data …

El objetivo de este trabajo es, en primer lugar, esclarecer la multitud de modelos que se
engloban bajo el análisis de duración y sus implicaciones en la inmunización de carteras …

In this paper, the duration gap and immunity conditions are used to control the interest rate
risk and protect the equity rights. By using the time structure matching of assets-liabilities to …

This paper proposes the principle of time structure symmetry in asset liability management,
and establishes assets liability portfolio optimization model based on double liquidity risk …

Based on a joint three qfactor affi ne model, we estimate the term structure of interest rates
and default spreads for Uruguay using the reduced & form approach developed by Duffi e …

This thesis is dedicated to interest rate risk immunization. Several widely known
immunization strategies, like the naÔve and duration-matching bullet and barbell, will be …

We deal with the problem of immunization of bond portfolios against interest rate changes.
After studying different models of the Term Structure of Interest Rates (TSIR) in the Spanish …

En este trabajo se propone un modelo de factores de la estructura temporal basado en el
análisis de regresión. A partir del modelo propuesto, es posible obtener un vector de …