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

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 gui...

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Main Authors: Carreira, Marcos C. S. (Author, http://id.loc.gov/vocabulary/relators/aut), Brostowicz Jr., Richard J. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016.
Edition:1st ed. 2016.
Subjects:
Online Access:https://doi.org/10.1057/9781137477279