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Octavio Manuel Bessada Lion

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Personal Details

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

This author is deceased (Date: 0000)

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  1. 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.
  2. 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.
  3. 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.
  4. 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.
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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