Browsing Publicaciones e Investigación by Subject "Callable bonds"
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A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI example (Borrador de administración No. 9) (2008-09-05)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, ...