TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | AN ASSESSMENT OF THE OPERATIONS OF GERDAU BRAZIL, BASED ON ESTIMATION OF FUTURE PRICE OF IRON ORE BY THE METHOD OF MEAN REVERSION | ||||||||||||
| Autor(es): |
EDUARDO DALIA PEIXOTO
FILIPE ALMEIDA DE BARROS |
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| Colaborador(es): |
CARLOS PATRICIO SAMANEZ - Orientador |
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| Catalogação: | 14/AGO/2014 | Língua(s): | PORTUGUESE - BRAZIL |
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| Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=23327@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=23327@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.23327 | ||||||||||||
| Resumo: | |||||||||||||
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Gerdau is the leading producer of long steel in the Americas segment and one of the leading suppliers of specialty long steel in the world. Being a company that has based its revenue selling steel, the price of iron in the financial market directly influences its results. This study seeks to estimate the future price of Iron base on a mathematical model , the Mean Reversion simulating the historical behavior of a commodity, to then design their revenues and costs by revenue and reach a call price. The forecast prices are generated by Monte Carlo Simulation. From the projected price, was projected the cash flow of the company. The equity of Gerdau Brazil value was made using the method of valuation addressed in this study.
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