Browsing Produção Intelectual em Bases Externas by Subject "Debêntures"

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Brazilian corporate debt issuance: should you invest in local or international bonds?

Fernandes, Marcelo; Nunes, Ricardo
2014-11-14

The goal of this study is to analyze the yield difference between corporate debt issuance of Brazilian companies in local and foreign markets. From the perspective of the investor, we attempt to answer whether it is better, ...
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 ...