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...
Main Authors: | , |
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Language: | English |
Published: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2016.
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Edition: | 1st ed. 2016. |
Subjects: | |
Online Access: | https://doi.org/10.1057/9781137477279 |