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Sebastián A. Rey
One of the main characteristics of the (recently proposed) non-arbitrage valuation of equities framework is the reduction in pricing subjectivity. This is evidenced in terms of the dividends discount rate and the outlook of future performance (dividends ...
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Claudio Henrique Barbedo,Octávio Bessada Lion,Jose Valentim Machado Vicente
Pág. 9 - 23
Pricing interest rate derivatives is a challenging task that has attracted the attention of many researchers in recent decades. Portfolio and risk managers, policymakers, traders and more generally all market participants are looking for valuable informa...
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Ricardo Pereira Câmara Leal
On 4/14/2010 died in Rio de Janeiro Manuel Octávio Bessada Lion. Bessada was an official of the Central Bank of Brazil, the author of several books (some of them today a reference in various courses in finance and economics), professor of financial mathe...
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Franklin de O. Gonçalves,Luiz Otavio Calôba
Pág. pp. 89 - 112
Brady bond securities represent a substantial fraction of emerging markets countries internationally tradable sovereign debt. The credit risk spread above and beyond the U.S. treasury curve for these securities is usually large in size and volatility. Mo...
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