Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
by
Marcos C. S. Carreira, Richard J. Brostowicz Jr.
Language: English
Release Date: July 11, 2016
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...