A methodological approach for the valuation of callable bonds in emerging markets : The TGI example / Edgardo Callon Fallon, Julio Sarmiento Sabogal.
Material type:
TextLanguage: English Publisher: [Bogotá] : Colegio de Estudios Superiores de Administración-CESA, 2008Description: 41 páginas : ilustracionesContent type: texto Media type: sin mediación Carrier type: volumenSubject(s): Mercados emergentesDDC classification: 332.63 Online resources: _ 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.
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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.
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