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000806535 019__ $$a936861529$$a961433853
000806535 020__ $$a9781137477279$$q(electronic book)
000806535 020__ $$a113747727X$$q(electronic book)
000806535 020__ $$z9781137477262
000806535 020__ $$z1137477261
000806535 020__ $$z1349554723
000806535 020__ $$z9781349554720
000806535 035__ $$aSP(OCoLC)ocn956477810
000806535 035__ $$aSP(OCoLC)956477810$$z(OCoLC)936861529$$z(OCoLC)961433853
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000806535 050_4 $$aHG3933$$b.C37 2016
000806535 08204 $$a332.64/570981$$223
000806535 1001_ $$aCarreira, Marcos,$$eauthor.
000806535 24510 $$aBrazilian derivatives and securities :$$bpricing and risk management of FX and interest-rate portfolios for local and global markets /$$cMarcos Carreira (Quantitative Finance Practitioner, Brazil), Richard J. Brostowicz (Executive Director and Head of Brazil Quants, Banco Morgan Stanely, Brazil).
000806535 264_1 $$aHoundmills, Basingstoke, Hampshire ;$$aNew York, NY :$$bPalgrave Macmillan,$$c2016.
000806535 264_4 $$c©2016
000806535 300__ $$a1 online resource (xxiv, 303 pages) :$$billustrations
000806535 336__ $$atext$$btxt$$2rdacontent
000806535 337__ $$acomputer$$bc$$2rdamedia
000806535 338__ $$aonline resource$$bcr$$2rdacarrier
000806535 504__ $$aIncludes bibliographical references (pages 298-299) and index.
000806535 5050_ $$a1. Financial archaeology -- 2. We mean business -- 3. Interesting BRL Interest Rates -- 4. BRL Interest Rate Market and Credit Risk -- 5. A man with two clocks ... Foreign Exchange in Brazil -- 6. And the even more interesting USD onshore interest rates -- 7. Too many options? -- 8. The Mountain goes to ... Foreign Exchange Contracts offshore -- 9. Start from where? Constructing markets for FX Forwards, Futures, Onshore USD Interest Rates and Offshore instruments -- 10. Offshore IR Products based on CDI fixings -- 11. The Dual case -- US Libor onshore swaps -- 12. FX trading (Interest Rate and Fixing) Market and Credit Risk -- 13. A skewed perspective of the world: FX Options -- 14. Some cash is better than nothing -- what you need to know about cash products -- 15. Index of choice ... Inflation-Linked Products and Curves -- 16. Microstructure of the listed derivatives -- 17. Unlucky end: On the obsolescence of products and books.
000806535 506__ $$aAccess limited to authorized users.
000806535 520__ $$aThe Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets). This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs. Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available.
000806535 588__ $$aDescription based on print version record.
000806535 650_0 $$aForeign exchange market$$zBrazil.
000806535 650_0 $$aDerivative securities$$zBrazil.
000806535 650_0 $$aInvestments$$zBrazil.
000806535 650_0 $$aFinance$$zBrazil.
000806535 7001_ $$aBrostowicz, Richard J.,$$eauthor.
000806535 77608 $$iPrint version:$$aCarreira, Marcos.$$tBrazilian derivatives and securities.$$dHoundmills, Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan, 2016$$z9781137477262$$z1137477261$$w(OCoLC)939532219
000806535 852__ $$bebk
000806535 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1057/9781137477279$$zOnline Access$$91397441.1
000806535 909CO $$ooai:library.usi.edu:806535$$pGLOBAL_SET
000806535 980__ $$aEBOOK
000806535 980__ $$aBIB
000806535 982__ $$aEbook
000806535 983__ $$aOnline
000806535 994__ $$a92$$bISE