Brazilian derivatives and securities : pricing and risk management of FX and interest-rate portfolios for local and global markets /: pricing and risk management of FX and interest-rate portfolios for local and global markets. (2016)

• Record Type: Book
• Further Information: Note: Marcos Carreira (Quantitative Finance Practitioner, Brazil), Richard J. Brostowicz (Executive Director and Head of Brazil Quants, Banco Morgan Stanely, Brazil).
• Authors: Carreira, Marcos; Brostowicz, Richard J
• Contents: 1. Financial archaeology -- 2. We mean business -- 3. Interesting BRL Interest Rates -- 4. BRL Interest Rate Market and Credit Risk -- 5. A man with two clocks ... Foreign Exchange in Brazil -- 6. And the even more interesting USD onshore interest rates -- 7. Too many options? -- 8. The Mountain goes to ... Foreign Exchange Contracts offshore -- 9. Start from where? Constructing markets for FX Forwards, Futures, Onshore USD Interest Rates and Offshore instruments -- 10. Offshore IR Products based on CDI fixings -- 11. The Dual case -- US Libor onshore swaps -- 12. FX trading (Interest Rate and Fixing) Market and Credit Risk -- 13. A skewed perspective of the world: FX Options -- 14. Some cash is better than nothing -- what you need to know about cash products -- 15. Index of choice ... Inflation-Linked Products and Curves -- 16. Microstructure of the listed derivatives -- 17. Unlucky end: On the obsolescence of products and books.
• Publisher Details: Houndmills, Basingstoke, Hampshire New York, NY : Palgrave Macmillan
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (xxiv, 303 pages), illustrations
• Subjects: 332.64/570981; Business; Foreign exchange market -- Brazil; Derivative securities -- Brazil; Investments -- Brazil; Finance -- Brazil; BUSINESS & ECONOMICS -- Finance; Derivative securities; Finance; Foreign exchange market; Investments; Business & Economics -- Finance; Business & Economics -- Investments & Securities; Business & Economics -- Econometrics; Business & Economics -- Corporate Finance; Business & Economics -- Business Mathematics; Finance; Investment & securities; Econometrics; Corporate finance; Business mathematics & systems; Management science; International business enterpris; Finance; Investment banking; Securities; Econometrics; Business mathematics; Business & Economics -- International -- Economics; Business & management; Brazil; Electronic books
• Languages: English
• ISBNs: 9781137477279
• Related ISBNs: 113747727X; 9781137477262; 1137477261; 1349554723; 9781349554720
• Notes: Note: Includes bibliographical references (pages 298-299) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.