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

• Κύριοι συγγραφείς: Carreira, Marcos C. S. (Συγγραφέας), Brostowicz, Richard J. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016.
• Θέματα: Business.; Business enterprises > Finance.; Business mathematics.; International business enterprises.; Finance.; Investment banking.; Securities.; Econometrics.; Business and Management.; International Business.; Finance, general.; Investments and Securities.; Business Finance.; Business Mathematics.

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...