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Octavio Manuel Bessada Lion

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This is information that was supplied by Octavio Bessada Lion in registering through RePEc. If you are Octavio Manuel Bessada Lion , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Octavio
Middle Name: Manuel
Last Name: Bessada Lion
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RePEc Short-ID: pli335

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Affiliation

This author is deceased (Date: 0000)

Works

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Working papers

  1. Alessandra Pasqualina Viola & Margarida Sarmiento Gutierrez & Octávio Bessada Lion & Cláudio Henrique Barbedo, 2009. "Impacto dos Swaps Cambiais na Curva de Cupom Cambial: uma análise segundo a regressão de componentes principais," Working Papers Series 198, Central Bank of Brazil, Research Department.
  2. Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion, 2009. "Pricing Asian Interest Rate Options with a Three-Factor HJM Model," Working Papers Series 188, Central Bank of Brazil, Research Department.
  3. Octavio Manuel Bessada Lion & Carlos Alberto Nunes Cosenza & César das Neves, 2003. "Aplicação do Modelo de Black, Derman & Toy à Precificação de Opções Sobre Títulos de Renda Fixa," Working Papers Series 74, Central Bank of Brazil, Research Department.
  4. Getúlio Borges da Silveira & Octavio Bessada, 2003. "Análise de componentes principais de dados funcionais - uma aplicação às estruturas a termo de taxas de juros," Working Papers Series 73, Central Bank of Brazil, Research Department.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 2009-12-19. Author is listed
  2. NEP-MIC: Microeconomics (1) 2009-09-05. Author is listed
  3. NEP-RMG: Risk Management (1) 2009-09-05. Author is listed
  4. NEP-SEA: South East Asia (1) 2009-09-05. Author is listed

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