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...
| Autores Principales: | , |
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| Formato: | Otro (Other) |
| Lenguaje: | Español (Spanish) |
| Publicado: |
2014
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/10726/234 |