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A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI example (Borrador de administración No. 9)
| dc.contributor.author | Cayon-Fallon, Edgardo | spa |
| dc.contributor.author | Sarmiento-Sabogal, Julio | spa |
| dc.date.accessioned | 2014-04-25T04:03:22Z | |
| dc.date.accessioned | 2015-07-08T20:37:49Z | |
| dc.date.accessioned | 2017-02-08T18:38:14Z | |
| dc.date.accessioned | 2017-08-12T15:42:26Z | |
| dc.date.available | 2014-04-25T04:03:22Z | |
| dc.date.available | 2015-07-08T20:37:49Z | |
| dc.date.available | 2017-02-08T18:38:14Z | |
| dc.date.available | 2017-08-12T15:42:26Z | |
| dc.date.issued | 2008-09-05 | |
| dc.identifier.uri | http://hdl.handle.net/10726/234 | |
| dc.description.abstract | 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 for the risk-free rate, sovereign risk and country specific risk. | spa |
| dc.format.mimetype | application/pdf | eng |
| dc.language.iso | eng | |
| dc.title | A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI example (Borrador de administración No. 9) | eng |
| dc.type | info:eu-repo/semantics/other | eng |
| dc.rights.accessrights | info:eu-repo/semantics/openAccess | |
| dc.subject.lemb | Valuation | eng |
| dc.subject.lemb | Callable bonds | eng |
| dc.type.spa | Borradores de Administración | spa |
| dc.rights.local | Abierto (Texto Completo) | spa |
| dc.type.version | info:eu-repo/semantics/acceptedVersion | |
| dc.identifier.instname | instname:Colegio de Estudios Superiores de Administración - CESA | spa |
| dc.identifier.reponame | reponame:Biblioteca Digital – CESA | spa |
| dc.identifier.repourl | repourl:https://repository.cesa.edu.co/ | |
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| dc.contributor.orcid | Cayon-Fallon, Edgardo [0000-0002-4113-5521] | |
| dc.contributor.scopus | Cayon-Fallon, Edgardo [56395390800] |
