A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI example (Borrador de administración No. 9)

The purpose of this paper is to clarify some of the difficulties that a practitioner may find in implementing the binomial model for valuing a corporate bond with multiple embedded options in emerging markets. Especially, when faced with the dilemma of determining which should be the proxy variables...

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Detalles Bibliográficos
Autores Principales: Cayón Fallon, Edgardo, Sarmiento Sabogal, Julio
Formato: Otro (Other)
Lenguaje:Español (Spanish)
Publicado: 2014
Acceso en línea:http://hdl.handle.net/10726/234