Libor Market Model
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1. Teoria de opções aplicada ao apreçamento de linhas de crédito contingentes
Contingent Credit Lines are a promising source of funding for corporate segment in Brazilian money market as an alternative to traditional loans and hedge. Careful pricing and managing of these financial tools are in place (much the same happens in the international arena). Here, CCL are presented as options, guided by the article of Lokoianova, Neftci, and
Publicado em: 2007