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Brazilian Derivatives and Securities [Repost]

Posted By: Free butterfly
Brazilian Derivatives and Securities  [Repost]

Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Marcos C. S. Carreira
English | 20 Jan. 2016 | ISBN: 1137477261 | 328 Pages | PDF | 3.1 MB

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.