You're in luck. There's an excellent book about Brazil markets Marcos C. S. Carreira, Richard J. Brostowicz. Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. Palgrave Macmillan 2016.
Also if you can find Credit Suisse Guide to Brazil Local Markets (2014), it may help.
To answer your question about convertibility and transferability (note that some firms call them both convertibility, which is why you should understand the difference). They're both part of cross-border risk.
Transferability is the risk that the country will stop you from taking home onshore assets. It doesn't matter what currency they're denominated in. For example, if you have USD or EUR assets onshore in Brazil or South Korea etc, subject to local law, then there is a danger that the country will decide to stop you from repatriating these assets. They're still yours, you just aren't allowed to move them home.
Convertibility is the risk that the country will prohibit converting their currency into other currencies. This risk is one of the reasons why market participants prefer non-delivery forwards (which have no convertibility risk) to physical delivery FX forwards that involve emerging market currencies.
Hence, you're going to have different yields (to compensate for different risks), for example on US dollars in Brazil (subject to transferability risk) than on US dollars offshore. "Cupom cambial" is what you earn on USD onshore in Brazil (operationally, earning that involves some Brazil exchange traded futures settled in reais).