LEADER 03762nam 22007935 450 001 9910254960303321 005 20240628132229.0 010 $a9781137477279 010 $a113747727X 024 7 $a10.1057/9781137477279 035 $a(CKB)3710000000749904 035 $a(SSID)ssj0001694918 035 $a(PQKBManifestationID)16546096 035 $a(PQKBTitleCode)TC0001694918 035 $a(PQKBWorkID)14788506 035 $a(PQKB)25091404 035 $a(DE-He213)978-1-137-47727-9 035 $a(MiAaPQ)EBC4719941 035 $a(PPN)228321727 035 $a(Perlego)3488201 035 $a(EXLCZ)993710000000749904 100 $a20160711d2016 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aBrazilian Derivatives and Securities $ePricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets /$fby Marcos C. S. Carreira, Richard J. Brostowicz Jr 205 $a1st ed. 2016. 210 1$aLondon :$cPalgrave Macmillan UK :$cImprint: Palgrave Macmillan,$d2016. 215 $a1 online resource (XXIV, 303 p.) 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a9781349554720 311 08$a1349554723 311 08$a9781137477262 311 08$a1137477261 320 $aIncludes bibliographical references and index. 330 $aThe 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 inthese markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available. 606 $aInternational business enterprises 606 $aFinance 606 $aFinancial services industry 606 $aEconometrics 606 $aBusiness enterprises$xFinance 606 $aBusiness mathematics 606 $aInternational Business 606 $aFinancial Economics 606 $aFinancial Services 606 $aEconometrics 606 $aCorporate Finance 606 $aBusiness Mathematics 615 0$aInternational business enterprises. 615 0$aFinance. 615 0$aFinancial services industry. 615 0$aEconometrics. 615 0$aBusiness enterprises$xFinance. 615 0$aBusiness mathematics. 615 14$aInternational Business. 615 24$aFinancial Economics. 615 24$aFinancial Services. 615 24$aEconometrics. 615 24$aCorporate Finance. 615 24$aBusiness Mathematics. 676 $a332.64/570981 700 $aCarreira$b Marcos C. S$4aut$4http://id.loc.gov/vocabulary/relators/aut$0963283 702 $aBrostowicz Jr$b Richard J$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910254960303321 996 $aBrazilian Derivatives and Securities$92184125 997 $aUNINA