Richard J Brostowicz Jr : 1 book

Book cover of Brazilian Derivatives and Securities

Brazilian Derivatives and Securities

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...
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