IBMEC Rio de Janeiro - Economics Research Group - Grupo de Pesquisa em Economia

Researcher Profile: Claudio Henrique Barbedo

Research fields: Derivatives; Corporate Finance.

Phone: (55) (21) 4503-4008.

Selected publications:
- Pricing Asian Interest Rate Options with a Three-Factor HJM Model (with O.M.B. Lion and J.V.M. Vicente). Revista Brasileira de Finanças 8, pp. 9–23, 2010.

IBMEC - RIO DE JANEIRO