Now showing items 1-2 of 2

    • Pricing options embedded in debentures with credit risk 

      Almeida, Caio Ibsen Rodrigues de; Pereira, Leonardo Tavares
      2016-03-10
      In this article, we develop a strategy to simultaneously extract a yield curve and price call options embedded in debentures subject to credit risk. The implementation is based on a combination of two methods: term structure ...
    • Reestruturação financeira e emissão de debêntures: o caso Ecovias dos Imigrantes 

      Martits, Luiz Augusto; Fraletti, Paulo Beltrão
      2014-07-01
      Based on the debenture-issue process of Ecovias dos Imigrantes, which took place in 2013, the case allows students to learn about the various stages that go into issuing securities. The case can be used mainly in the ...