Browsing FGV EPGE - Seminários de Pesquisa Econômica by Title "A pricing model for sovereign bond"
Now showing items 1-1 of 1
-
A pricing model for sovereign bond
1998-07-16Similar to the modeling used to evaluate ccnporate boncls, where it is a put optioo. 011 corporate assets, we modeled sovereign bonds. Instead of company's assets as underlining assets, we used foreign excbange reserves. ...


