PEMODELAN TERM STRUCTURE OF INTEREST RATE MALALUI PENDEKATAN EQUILIRIUM MODEL DAN NO-ARBITRAGE MODEL UNTUK PASAR OBLIGASI DI INDONESIA (Aplikasi Vasicek Model dan Hull-White Model)
ID Publisher
: 0000037767
Nama Jurnal
: Prosiding Seminar Nasional dan Call For Paper Forum Manajemen Indonesia (FMI) ke-4 : Indonesia Family Business Sustainability, Hotel Inna Garuda, Yogyakarta 13-14 November 2012
Pengarang
: Erman Denny Arfinto, Fery Ferdiansyah
Subjek
: Term structure, interest rate, vasicek model, hull wihte model, bond market