A note on (dis)investment options and perpetuities under CIR interest rates

Bibliographic Details
Main Author: Larguinho, Manuela
Publication Date: 2013
Other Authors: Dias, José Carlos, Braumann, Carlos A.
Language: por
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10174/10501
https://doi.org/10.1007/978-3-642-32419-2_21
Summary: In this chapter, we discuss alternative ways of computing the oprions to invest in and divest from an investment project in a CIR economy (Cox et al., Ecomometrica 53(2): 385-408, 1985). Moreover, different methods of determining CIR perpetuities will also be analysed.
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spelling A note on (dis)investment options and perpetuities under CIR interest ratesCIR modelInterest ratesInvestment optionsDesinvestment optionsPerpetuitiesIn this chapter, we discuss alternative ways of computing the oprions to invest in and divest from an investment project in a CIR economy (Cox et al., Ecomometrica 53(2): 385-408, 1985). Moreover, different methods of determining CIR perpetuities will also be analysed.Springer - Verlag2014-02-03T17:53:04Z2014-02-032013-01-01T00:00:00Zbook partinfo:eu-repo/semantics/publishedVersionhttp://hdl.handle.net/10174/10501http://hdl.handle.net/10174/10501https://doi.org/10.1007/978-3-642-32419-2_21porLarguinho, M.; Dias, J.C.; Braumann, C.A. (2013). A note on (dis)investment options and perpetuities under CIR interest rates. In Recent Developments in Modeling and Applications in Statistics. Oliveira, P.E.; Graça Temido, M.; Henriques, C.; Vichi, M. (Eds.), Springer, p. 203-211MAT - Publicações - Capítulos de Livrosmlarguinho@iscac.ptjose.carlos.dias@iscte.ptbraumann@uevora.pt336Larguinho, ManuelaDias, José CarlosBraumann, Carlos A.info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-01-03T18:53:28Zoai:dspace.uevora.pt:10174/10501Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T12:01:11.945505Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv A note on (dis)investment options and perpetuities under CIR interest rates
title A note on (dis)investment options and perpetuities under CIR interest rates
spellingShingle A note on (dis)investment options and perpetuities under CIR interest rates
Larguinho, Manuela
CIR model
Interest rates
Investment options
Desinvestment options
Perpetuities
title_short A note on (dis)investment options and perpetuities under CIR interest rates
title_full A note on (dis)investment options and perpetuities under CIR interest rates
title_fullStr A note on (dis)investment options and perpetuities under CIR interest rates
title_full_unstemmed A note on (dis)investment options and perpetuities under CIR interest rates
title_sort A note on (dis)investment options and perpetuities under CIR interest rates
author Larguinho, Manuela
author_facet Larguinho, Manuela
Dias, José Carlos
Braumann, Carlos A.
author_role author
author2 Dias, José Carlos
Braumann, Carlos A.
author2_role author
author
dc.contributor.author.fl_str_mv Larguinho, Manuela
Dias, José Carlos
Braumann, Carlos A.
dc.subject.por.fl_str_mv CIR model
Interest rates
Investment options
Desinvestment options
Perpetuities
topic CIR model
Interest rates
Investment options
Desinvestment options
Perpetuities
description In this chapter, we discuss alternative ways of computing the oprions to invest in and divest from an investment project in a CIR economy (Cox et al., Ecomometrica 53(2): 385-408, 1985). Moreover, different methods of determining CIR perpetuities will also be analysed.
publishDate 2013
dc.date.none.fl_str_mv 2013-01-01T00:00:00Z
2014-02-03T17:53:04Z
2014-02-03
dc.type.driver.fl_str_mv book part
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10174/10501
http://hdl.handle.net/10174/10501
https://doi.org/10.1007/978-3-642-32419-2_21
url http://hdl.handle.net/10174/10501
https://doi.org/10.1007/978-3-642-32419-2_21
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv Larguinho, M.; Dias, J.C.; Braumann, C.A. (2013). A note on (dis)investment options and perpetuities under CIR interest rates. In Recent Developments in Modeling and Applications in Statistics. Oliveira, P.E.; Graça Temido, M.; Henriques, C.; Vichi, M. (Eds.), Springer, p. 203-211
MAT - Publicações - Capítulos de Livros
mlarguinho@iscac.pt
jose.carlos.dias@iscte.pt
braumann@uevora.pt
336
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Springer - Verlag
publisher.none.fl_str_mv Springer - Verlag
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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