Brazilian derivatives and securities : pricing and risk management of FX and interest-rate portfolios for local and global markets / Marcos Carreira (Quantitative Finance Practitioner, Brazil), Richard J. Brostowicz (Executive Director and Head of Brazil Quants, Banco Morgan Stanely, Brazil)

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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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Carreira, Marcos (Author), Brostowicz, Richard J. (Author)
Format:	eBook
Language:	English
Published:	Houndmills, Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan, 2016.
Subjects:	Foreign exchange market > Brazil. Derivative securities > Brazil. Investments > Brazil. Finance > Brazil. Derivative securities. Finance. Foreign exchange market. Investments. Brazil.