Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
Author | : | |
Rating | : | 4.63 (643 Votes) |
Asin | : | 1137477261 |
Format Type | : | paperback |
Number of Pages | : | 303 Pages |
Publish Date | : | 2015-06-20 |
Language | : | English |
DESCRIPTION:
Must-have for any Brazil finance professional Been waiting for this one to come out for quite some time and when it finally became available, it did not disappoint. As I was hoping, this book turned out to be a great all-in-one reference to Brazil's most common financial products and markets. The book is. Amazon Customer said Must-have book to understand the mysterious and elusive Brazilian derivatives products. Excellent discussion of Brazilian financial products. The book was written by practitioners with extensive experience in pricing, trading and risk management of many innovative (sometimes intriguing and mysterious) derivatives traded in Brazil. The book addre
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.
Discussion of oftenoverlooked details on valuation and on curves makes it an interesting read for a potential broad audience. The book is interesting not only for the emphasis on Brazilian markets. It is written in an engaging style while reporting relevant information and analysis, thanks also to the passionate approach of the authors.'-Professor Damiano Brigo, Chair in Mathematical Finance and Stochastic Analysis, Imperial College London'This interesting and innovative book contains everything you need to know about doing quantitative finance in Brazil, where markets, product