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Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets

Marcos C. S. Carreira, Richard J. Brostowicz Jr.




[PDF.rx43] Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets

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 | #1139278 in eBooks |  2016-07-11 |  2016-07-11 | File type: PDF

||0 of 0 people found the following review helpful.| Must-have book to understand the mysterious and elusive Brazilian derivatives products|By Customer|Excellent discussion of Brazilian financial products. The book was written by practitioners with extensive experience in pricing, trading and risk management of many innovative (sometimes intriguing and mysterious) derivatives traded in Brazil. The book addresses details that onl| |The book brings to the widely traded Brazilian derivatives an intelligent analysis, that includes the latest developments in pricing – such as the choice of collateral and numéraire currency – as well as a variety of operational consideratio

The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets).

This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key fina...

You easily download any file type for your device.Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets   |  Marcos C. S. Carreira, Richard J. Brostowicz Jr.. Just read it with an open mind because none of us really know.

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