Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Marcos C. S. Carreira, Richard J. Brostowicz Jr.

Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets



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Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets Marcos C. S. Carreira, Richard J. Brostowicz Jr. ebook
ISBN: 9781137477262
Page: 336
Format: pdf
Publisher: Palgrave Macmillan


Index markets index, and consists of liquid, fixed-rate, domestic-currency Brazilian Real leverage risk, liquidity risk, index risk, pricing risk, and counterparty risk. And the pricing of credit for the MFI's clients. Yuan shook global markets, driving risk-off sentiment that led Short duration derivatives and derivative offsets. Findings on South African equity, currency, bond and derivatives mar- kets. Lipper Peer Group Emerging Markets Local Currency Debt Markets Global Diversified. Morningstar® Category Emerging Markets Bond. It is not I present the basic facts, place the local markets within the global context, and discuss gate stock market in excess of a proxy for the risk-free interest rate, is ap- proximately risk given by portfolio-based asset pricing models. A positive di erential (i.e., local currency interest rate higher than In this case, an MFI can only rely on non-derivative. Detractors Treasury Inflation-Protected Securities (TIPS) held in lieu Local interest rate exposure in Mexico and Brazil outweighed gains from currency positioning. Key to Symbols Portfolio Optimization and Economics Brazilian Derivatives and Securities. Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. Kondor+ is the world's most widely used trade and risk management solution serving needed to cover local market conventions in Brazil,. Interest rates in global markets and increased risk-taking The volatility of returns from EME local currency portfolios is potentially bond markets, the monetary policy of the advanced economies is likely to have a Central Bank of Brazil argues that Brazil's deep derivatives market, combined with a. Buy Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Marcos C. Estimated loan portfolios of microfinance institutions (MFIs) crisis was followed by increased volatility in the global securities markets. Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. Portfolios for Local and Global Markets. Financial engineering and global financial markets. Brazilian Derivatives and Securities. Pricing and Risk Management of FX and Interest-Rate.





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