TY  - RPRT
AU  - Usábel Rodrigo, Miguel Arturo
PY  - 1998
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/64134
AB  - In many empirical situations (e.g.:Libor), the rate of interest will remain fixed at a certain level (random instantaneous rate oi) for a random periodof time(ti) until a new random rate should be considered, oi+1, that will remain for ti+1, waiting...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Stochastic discount factor
KW  - Laplace and Fourier transforms
KW  - Renewal integral equations
KW  - Zero coupon bond.
TI  - Zero coupon bonds assesment using a stochastic model for the discount factor
TY  - technical report
VL  - 1998
ER  -