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

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发表于 2025-3-21 18:27:24 | 显示全部楼层 |阅读模式
期刊全称Brazilian Derivatives and Securities
期刊简称Pricing and Risk Man
影响因子2023Marcos C. S. Carreira,Richard J. Brostowicz
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发行地址UNIQUE: 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
图书封面Titlebook: Brazilian Derivatives and Securities; Pricing and Risk Man Marcos C. S. Carreira,Richard J. Brostowicz Book 2016 The Editor(s) (if applicab
影响因子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 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..
Pindex Book 2016
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发表于 2025-3-21 22:48:29 | 显示全部楼层
,The Dual Case — US Libor Onshore Swaps,rade is the so-called US Libor onshore swaps, which are paid onshore in BRL, but fixings are US Libor which are associated with USD currency. In the previous section we derived that the offshore BRL Fixed Float swap can be viewed as a quanto swap. And based on the same arguments, we will derive in t
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发表于 2025-3-22 09:40:47 | 显示全部楼层
The Religious Commitment of Confucian Stylerade is the so-called US Libor onshore swaps, which are paid onshore in BRL, but fixings are US Libor which are associated with USD currency. In the previous section we derived that the offshore BRL Fixed Float swap can be viewed as a quanto swap. And based on the same arguments, we will derive in t
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发表于 2025-3-22 19:40:39 | 显示全部楼层
The Spirit of Chinese Philosophyong 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”?
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发表于 2025-3-23 01:24:28 | 显示全部楼层
The Religious Commitment of Confucian StyleThis chapter aims to give the reader a historical background on Foreign Exchange and Interest Rate derivatives in Brazil, through tables, charts and anecdotes.
发表于 2025-3-23 08:45:05 | 显示全部楼层
Zhuang Zi’s Mentality of Cosmic LibertyIn the good old days, when the overnight rates were 2% a day, losing one day of interest in your calculation was a very serious business. Understanding how Brazil’s Day Count calculations work, and knowing the different calendars, business days standards and fixings is critical for anyone using Brazilian financial instruments and references.
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