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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Carreira, Marcos C. S.  |e author. 
245 1 0 |a Brazilian Derivatives and Securities  |h [electronic resource] :  |b Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets /  |c by Marcos C. S. Carreira, Richard J. Brostowicz. 
264 1 |a London :  |b Palgrave Macmillan UK :  |b Imprint: Palgrave Macmillan,  |c 2016. 
300 |a XXIV, 303 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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338 |a online resource  |b cr  |2 rdacarrier 
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520 |a 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 financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs. Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available. 
650 0 |a Business. 
650 0 |a Business enterprises  |x Finance. 
650 0 |a Business mathematics. 
650 0 |a International business enterprises. 
650 0 |a Finance. 
650 0 |a Investment banking. 
650 0 |a Securities. 
650 0 |a Econometrics. 
650 1 4 |a Business and Management. 
650 2 4 |a International Business. 
650 2 4 |a Finance, general. 
650 2 4 |a Investments and Securities. 
650 2 4 |a Econometrics. 
650 2 4 |a Business Finance. 
650 2 4 |a Business Mathematics. 
700 1 |a Brostowicz, Richard J.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9781137477262 
856 4 0 |u http://dx.doi.org/10.1057/9781137477279  |z Full Text via HEAL-Link 
912 |a ZDB-2-BUM 
950 |a Business and Management (Springer-41169)