帐单 发表于 2025-3-27 00:15:54

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babble 发表于 2025-3-27 01:49:21

,Index of Choice … Inflation-Linked Products and Curves,In this section, we will first discuss government inflation linked bonds, more specifically NTNBs. We will describe how the coupons are paid and when they are paid, and explain the concept behind VNA, which is the updated nominal value, and the quoting convention for NTNBs.

小木槌 发表于 2025-3-27 09:21:31

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正式通知 发表于 2025-3-27 12:32:20

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neolith 发表于 2025-3-27 15:32:41

BRL Interest Rate Market and Credit Risk,ong SETA, Selic and CDI and says that they do not change that much on a daily basis to really matter. The glass half empty person looks at 2012 and 2013 and says that something doesn’t look right. And both will ask “Why the CDI is lower than the Selic”?

BARK 发表于 2025-3-27 19:08:28

A Skewed Perspective of the World: FX Options,ket), and the curious mix of FX options and listed markets (the onshore listed FX options). Let’s start with the offshore market first (notation is this chapter follows mostly the source articles, not previous chapters).

defeatist 发表于 2025-3-28 01:04:47

Marcos C. S. Carreira,Richard J. BrostowiczUNIQUE: There are no books available that describe extensively the Brazilian onshore and offshore market, highlighting differences in pricing and risk management.COURSE ADOPTION: The book will be core

ciliary-body 发表于 2025-3-28 03:56:07

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软膏 发表于 2025-3-28 07:49:42

https://doi.org/10.1057/9781137477279Brazil; financial archeology; interest rates; offshore; onshore; volatility; zero curve; pricing; risk expos

CRP743 发表于 2025-3-28 11:50:05

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查看完整版本: Titlebook: Brazilian Derivatives and Securities; Pricing and Risk Man Marcos C. S. Carreira,Richard J. Brostowicz Book 2016 The Editor(s) (if applicab