Details about Octavio Manuel Bessada Lion

This author is deceased.

Access statistics for papers by Octavio Manuel Bessada Lion.

Last updated 2023-02-17. Update your information in the RePEc Author Service.

Short-id: pli335

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
2. Pricing Asian Interest Rate Options with a Three-Factor HJM Model
   Working Papers Series, Central Bank of Brazil, Research Department
   See also Journal Article Pricing Asian Interest Rate Options with a Three-Factor HJM Model, Brazilian Review of Finance, Brazilian Society of Finance (2010) View citations (3) (2010)

2003

3. 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 View citations (15)
4. 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 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 View citations (3)
   See also Working Paper Pricing Asian Interest Rate Options with a Three-Factor HJM Model, Working Papers Series (2009) (2009)