Browsing FGV EPGE - Seminários de Pesquisa Econômica by Title "Pricing the option adjust spread of Brazilian Eurobonds"
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Pricing the option adjust spread of Brazilian Eurobonds
1997-03-20This paper presents results of a pricing system to compute the option adjusted spread ('DAS') of Eurobonds issued by Brazilian firms. The system computes the 'DAS' over US treasury rates taktng imo account the embedded ...


