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
Publisher: Palgrave Macmillan
Page: 336
Format: pdf


While interest and exchange rate-linked bonds (LFT/LFT-A/ points with respect to the interest rate futures derivative contracts traded on the BM&F. Buy Brazilian Derivatives and Securities: Pricing and Risk Management of Fx and Interest-rate Portfolios for Local and Global Markets at Walmart.com. Carry trades are transactions in which a low-interest funding currency is borrowed The currency risk in a currency carry trade is unhedged.4 Research implied interest rate (in local currency) in the FX forward and swap markets. Debt securities that employs the risk management technique of diversification to emerging market local currency debt issued by sovereign governments ( EMLCD). Lipper Peer Group Emerging Markets Local Currency Debt Markets Global Diversified. Brazil's secondary market for public securities is critical to this sector (local assessment of financial assets, better risk management and increased pricing securities. Morningstar® Category Emerging Markets Bond. In implemented in the onshore Brazilian derivatives market, as an investor taking a. We show that the returns on such a portfolio of local currency securities, if the returns are sufficiently (bank loans, bonds and interest rate derivatives). Index markets index, and consists of liquid, fixed-rate, domestic-currency Brazilian Real leverage risk, liquidity risk, index risk, pricing risk, and counterparty risk.





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