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Details about Octavio Manuel Bessada Lion

This author is deceased.

Access statistics for papers by Octavio Manuel Bessada Lion.

Last updated 2021-04-19. Update your information in the RePEc Author Service.

Short-id: pli335


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Working Papers

2009

  1. Impacto dos Swaps Cambiais na Curva de Cupom Cambial: uma análise segundo a regressão de componentes principais
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Pricing Asian Interest Rate Options with a Three-Factor HJM Model
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article in Brazilian Review of Finance (2010)

2003

  1. Análise de componentes principais de dados funcionais - uma aplicação às estruturas a termo de taxas de juros
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (15)
  2. Aplicação do Modelo de Black, Derman & Toy à Precificação de Opções Sobre Títulos de Renda Fixa
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (6)

Journal Articles

2010

  1. Pricing Asian Interest Rate Options with a Three-Factor HJM Model
    Brazilian Review of Finance, 2010, 8, (1), 9-23 Downloads View citations (3)
    See also Working Paper (2009)
 
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