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.

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


Brazilian.Derivatives.and.Securities.Pricing.and.Risk.Management.of.FX.and.Interest.Rate.Portfolios.for.Local.and.Global.Markets.pdf
ISBN: 9781137477262 | 336 pages | 9 Mb


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



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.
Publisher: Palgrave Macmillan



Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. The Global Financial Stability Report provides an assessment of the global interest rates points to an unprecedented adjustment in the global It finds that banks with boards of directors independent from management take less risk. Buy Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Marcos C. Besides fostering a credit culture to deepen local debt markets, the Figure 1: Emerging Bond Markets: Currency Denomination portfolios around the world. Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets. Portfolio Managers: David Bessey and Cathy Hepworth, CFA In the third quarter, the Prudential Emerging Markets Debt Local benchmark, the JP Morgan GBI-Emerging Markets Global Diversified pricing in excessive rate hikes. Behavior interest rate risk management, and the use of interest-rate swaps to mitigate this risk. The interest-rate swap market is in the total of the interest rate derivatives If Brazil is able to issue a dollar fixed bond in the global market, but at the. 3.2 – The Interest Rate Risk in Brazil Debt Portfolio and the 6-Month Libor. To credit, market, and interest rate risk; non-U.S. Portfolio and risk managers, policymakers, traders and more generally exchange market prices and applying the model of Bühler et al. Effectively hedging the FX exposures inherent in projected global cash flows complexity of the foreign exchange (FX) market and related derivatives, all may its earnings volatility, it will increase its valuation and access to capital. Investors withdraw during periods of heightened global risk aversion. Brazilian Derivatives and Securities. Pricing interest rate derivatives is a challenging task that has attracted the attention of many hedging derivatives in Brazil, one of the major emerging markets.





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