Sumários
Chap. 7 (cont.)
2 Dezembro 2013, 09:30 • Onofre Simões
7.2.2 Dependent annual rates of return (discrete or continuous random variables)
7.2.3 Log-normal distribution of yields
7. STOCHASTIC INTEREST RATE MODELS
27 Novembro 2013, 08:00 • Onofre Simões
7. STOCHASTIC INTEREST RATE MODELS
7.1 Introduction
7..2 Probability distribution and moments of the accumulated amount of a series of annual investments (exact or generated by simulation methods)
7.2.1 Independent annual rates of return (discrete or continuous random variables)