Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
Marcos C. S. Carreira
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Description for Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
Hardback. 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. Num Pages: 336 pages, 20 black & white tables, 87 figures. BIC Classification: 1KLSB; KFFM. Category: (G) General (US: Trade). Dimension: 240 x 159. Weight in Grams: 454.
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 ... Read more
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 ... Read more
Product Details
Publisher
Palgrave Macmillan United Kingdom
Number of pages
336
Format
Hardback
Publication date
2016
Condition
New
Weight
661g
Number of Pages
303
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137477262
SKU
V9781137477262
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-26
About Marcos C. S. Carreira
Marcos Carreira is responsible for Traded Risk at HSBC Brazil. Previously he was first the Derivative Products Officer and later the Technical Modeling Officer at BM&FBovespa, with contributions on risk management, derivatives pricing, exchange fees, microstructure and HFT. At Credit Suisse Brazil, he was a Managing Director in charge of the FX and IR Options desk, after being the Risk ... Read more
Reviews for Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
The book brings to the widely traded Brazilian derivatives an intelligent analysis, that includes the latest developments in pricing - such as the choice of collateral and numeraire currency - as well as a variety of operational considerations. A 'must-read' for a number of actors.' -Helyette Geman, Professor of Mathematical Finance, Birkbeck, University of London & Johns Hopkins University ... Read more