RT Conference Proceedings
T1 Review of continuously compounded capitalization: the opportunity cost implied by its non-application in financial markets
A1 Blanco García, Susana
A1 Valle Carrascal, José María
AB In this communication we consider why certain financial assets that are priced in continuous time, such as corporate bonds or treasury bonds, are commonly valued in compound capitalization and not in continuously compound capitalization.Failure to apply the continuously compounded capitalization system implies a significant loss in opportunity cost, measured in terms of yield, which can influence the decision-making of financial agents.
SN 978-84-1177-043-9
YR 2023
FD 2023
LK https://hdl.handle.net/20.500.14352/129292
UL https://hdl.handle.net/20.500.14352/129292
LA spa
DS Docta Complutense
RD 20 dic 2025