| dc.contributor | Cayon-Fallon, Edgardo [0000-0002-4113-5521] | |
| dc.contributor | Cayon-Fallon, Edgardo [56395390800] | |
| dc.creator | Cayon-Fallon, Edgardo | |
| dc.creator | Sarmiento-Sabogal, Julio | |
| dc.date | 2014-04-25T04:03:22Z | |
| dc.date | 2015-07-08T20:37:49Z | |
| dc.date | 2017-02-08T18:38:14Z | |
| dc.date | 2017-08-12T15:42:26Z | |
| dc.date | 2014-04-25T04:03:22Z | |
| dc.date | 2015-07-08T20:37:49Z | |
| dc.date | 2017-02-08T18:38:14Z | |
| dc.date | 2017-08-12T15:42:26Z | |
| dc.date | 2008-09-05 | |
| dc.date.accessioned | 2023-08-29T19:15:25Z | |
| dc.date.available | 2023-08-29T19:15:25Z | |
| dc.identifier | http://hdl.handle.net/10726/234 | |
| dc.identifier | instname:Colegio de Estudios Superiores de Administración - CESA | |
| dc.identifier | reponame:Biblioteca Digital – CESA | |
| dc.identifier | repourl:https://repository.cesa.edu.co/ | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/8516002 | |
| dc.description | 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. | |
| dc.format | application/pdf | |
| dc.format | application/pdf | |
| dc.language | eng | |
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| dc.relation | Dolly King, Tao-Hsien. “An Empirical Examination of Call Option values Implicit in U.S. Corporate Bonds”. Journal of Financial and Quantitative Analysis, 37 (2002), 693-720. | |
| dc.relation | Edleson et al. “Are Negative Put and Call Option prices Implicit in Callable Treasury Bonds?”. Working paper, Harvard Business School (1993). | |
| dc.relation | Eichengreen, Barry and Ashoka Mody. “What Explains Changing Spreads on Emerging market debt: Fundamentals or Market Sentiment?” In Sebastian Edwards, ed., Capital Inflows to Emerging markets. Chicago: University of Chicago press, 1999. | |
| dc.relation | Erb et al. “New perspectives on Emerging Market Bonds”. The Journal of Portfolio Management, Winter 1992, 83-92. | |
| dc.relation | Henderson, Tamara Mast (2003). Fixed Income Strategy (1st edition).West Sussex, England, John Wiley and Sons. | |
| dc.relation | Longstaff, F.A. “Are Negative Option Prices Possible? The Callable U.S. Treasury Bond Puzzle.” Journal of Business, 65 (1992), 571-592. | |
| dc.relation | Rubio, Fernando, "Valuation of Callable Bonds: The Salomon Brothers Approach" (July 2005). Available at SSRN: http://ssrn.com/abstract=897343 | |
| dc.relation | Wong, Anthony M. (1993) Fixed income Arbitrage: Analytical techniques and Strategies (1st edition).West Sussex, England, John Wiley and Sons | |
| dc.relation | Lamothe Fernández, Prosper y Miguel Pérez Somalo ( 2003). Opciones Financieras y Productos Estructurados(2da. Edición). Madrid, España: McGraw Hill. | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights | Abierto (Texto Completo) | |
| dc.subject | Valuation | |
| dc.subject | Callable bonds | |
| dc.title | A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI example (Borrador de administración No. 9) | |
| dc.type | info:eu-repo/semantics/other | |
| dc.type | Borradores de Administración | |
| dc.type | info:eu-repo/semantics/acceptedVersion | |
