Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros

Detalhes bibliográficos
Autor(a) principal: Leite, Gustavo Ribas de Almeida
Data de Publicação: 2011
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/9777
Resumo: This paper aims to analyze the results of an operation to hedge a diversified credit portfolio through the use of equity. Initially, a reference to the main theoretical aspects of this dissertation with their definitions and literature review will be made. Furthermore, there will be an explanation about the basic parameters of the selection of the sample used and the period during which such protection strategy will be implemented.
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spelling Leite, Gustavo Ribas de AlmeidaEscolas::EPGEFGVHartung, Gabriel ChequerPessoa, Marcelo de SalesLowenkron, Alexandre2012-05-10T13:36:38Z2012-05-10T13:36:38Z2011LEITE, Gustavo Ribas de Almeida. Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2011.https://hdl.handle.net/10438/9777This paper aims to analyze the results of an operation to hedge a diversified credit portfolio through the use of equity. Initially, a reference to the main theoretical aspects of this dissertation with their definitions and literature review will be made. Furthermore, there will be an explanation about the basic parameters of the selection of the sample used and the period during which such protection strategy will be implemented.Este trabalho tem como objetivo analisar os resultados de uma operação de hedge de um diversificado portfólio de crédito de empresas brasileiras através do uso de ativos de equity. Inicialmente, faz-se uma alusão aos principais aspectos teóricos da presente dissertação com suas definições e revisão bibliográfica. Posteriormente, são apresentados os parâmetros básicos da seleção da amostra utilizada e do período durante o qual tal estratégia de proteção será implementada.porTodo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveis.info:eu-repo/semantics/openAccessRisco de créditoAvaliação de empresasHedgeRazão ótima de hedgingEstimação de BetaModelo de MertonEstimation of betaCredit riskValuationHedgeOptimal hedging ratioMerton modelEconomiaAtivos (Contabilidade)Hedging (Finanças)Empresas - FinançasHedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileirosinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVLICENSElicense.txtlicense.txttext/plain; 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dc.title.por.fl_str_mv Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
title Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
spellingShingle Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
Leite, Gustavo Ribas de Almeida
Risco de crédito
Avaliação de empresas
Hedge
Razão ótima de hedging
Estimação de Beta
Modelo de Merton
Estimation of beta
Credit risk
Valuation
Hedge
Optimal hedging ratio
Merton model
Economia
Ativos (Contabilidade)
Hedging (Finanças)
Empresas - Finanças
title_short Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
title_full Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
title_fullStr Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
title_full_unstemmed Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
title_sort Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
author Leite, Gustavo Ribas de Almeida
author_facet Leite, Gustavo Ribas de Almeida
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Hartung, Gabriel Chequer
Pessoa, Marcelo de Sales
dc.contributor.author.fl_str_mv Leite, Gustavo Ribas de Almeida
dc.contributor.advisor1.fl_str_mv Lowenkron, Alexandre
contributor_str_mv Lowenkron, Alexandre
dc.subject.por.fl_str_mv Risco de crédito
Avaliação de empresas
Hedge
Razão ótima de hedging
Estimação de Beta
Modelo de Merton
Estimation of beta
topic Risco de crédito
Avaliação de empresas
Hedge
Razão ótima de hedging
Estimação de Beta
Modelo de Merton
Estimation of beta
Credit risk
Valuation
Hedge
Optimal hedging ratio
Merton model
Economia
Ativos (Contabilidade)
Hedging (Finanças)
Empresas - Finanças
dc.subject.eng.fl_str_mv Credit risk
Valuation
Hedge
Optimal hedging ratio
Merton model
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Ativos (Contabilidade)
Hedging (Finanças)
Empresas - Finanças
description This paper aims to analyze the results of an operation to hedge a diversified credit portfolio through the use of equity. Initially, a reference to the main theoretical aspects of this dissertation with their definitions and literature review will be made. Furthermore, there will be an explanation about the basic parameters of the selection of the sample used and the period during which such protection strategy will be implemented.
publishDate 2011
dc.date.issued.fl_str_mv 2011
dc.date.accessioned.fl_str_mv 2012-05-10T13:36:38Z
dc.date.available.fl_str_mv 2012-05-10T13:36:38Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv LEITE, Gustavo Ribas de Almeida. Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2011.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/9777
identifier_str_mv LEITE, Gustavo Ribas de Almeida. Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2011.
url https://hdl.handle.net/10438/9777
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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instname_str Fundação Getulio Vargas (FGV)
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institution FGV
reponame_str Repositório Institucional do FGV (FGV Repositório Digital)
collection Repositório Institucional do FGV (FGV Repositório Digital)
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