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 | 21 Apr. 2016 | ISBN: 1349554723, 1137477261 | 303 Pages | PDF (True) | 3.1 MB
The Brazilian financial markets operate in a very different way to their G7 counterparts. 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).