@article{806535,
      recid = {806535},
      author = {Carreira, Marcos, and Brostowicz, Richard J.,},
      title = {Brazilian derivatives and securities : pricing and risk  management of FX and interest-rate portfolios for local and  global markets /},
      pages = {1 online resource (xxiv, 303 pages) :},
      abstract = {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 in these markets,  everything they need to understand the market dynamics,  risks, pricing and calibration of curves for all products  currently available.},
      url = {http://library.usi.edu/record/806535},
}