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035   $a(DE-He213)978-1-137-47727-9
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035   $a(PPN)228321727
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100   $a20160711d2016      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt
182   $cc
183   $acr
200 10$aBrazilian Derivatives and Securities$b[electronic resource] $ePricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets /$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   $a1-349-55472-3 
311   $a1-137-47726-1 
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 in these 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   $aInvestment banking
606   $aSecurities
606   $aEconometrics
606   $aBusiness enterprises?Finance
606   $aBusiness mathematics
606   $aInternational Business$3https://scigraph.springernature.com/ontologies/product-market-codes/525000
606   $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000
606   $aInvestments and Securities$3https://scigraph.springernature.com/ontologies/product-market-codes/626020
606   $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010
606   $aBusiness Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/512000
606   $aBusiness Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/523000
615  0$aInternational business enterprises.
615  0$aFinance.
615  0$aInvestment banking.
615  0$aSecurities.
615  0$aEconometrics.
615  0$aBusiness enterprises?Finance.
615  0$aBusiness mathematics.
615 14$aInternational Business.
615 24$aFinance, general.
615 24$aInvestments and Securities.
615 24$aEconometrics.
615 24$aBusiness Finance.
615 24$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