標(biāo)題: Titlebook: Brazilian Derivatives and Securities; Pricing and Risk Man Marcos C. S. Carreira,Richard J. Brostowicz Book 2016 The Editor(s) (if applicab [打印本頁(yè)] 作者: 娛樂某人 時(shí)間: 2025-3-21 18:27
書目名稱Brazilian Derivatives and Securities影響因子(影響力)
書目名稱Brazilian Derivatives and Securities影響因子(影響力)學(xué)科排名
書目名稱Brazilian Derivatives and Securities網(wǎng)絡(luò)公開度
書目名稱Brazilian Derivatives and Securities網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Brazilian Derivatives and Securities被引頻次
書目名稱Brazilian Derivatives and Securities被引頻次學(xué)科排名
書目名稱Brazilian Derivatives and Securities年度引用
書目名稱Brazilian Derivatives and Securities年度引用學(xué)科排名
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書目名稱Brazilian Derivatives and Securities讀者反饋學(xué)科排名
作者: Rankle 時(shí)間: 2025-3-21 22:48
,The Dual Case — US Libor Onshore Swaps,rade is the so-called US Libor onshore swaps, which are paid onshore in BRL, but fixings are US Libor which are associated with USD currency. In the previous section we derived that the offshore BRL Fixed Float swap can be viewed as a quanto swap. And based on the same arguments, we will derive in t作者: 該得 時(shí)間: 2025-3-22 01:24 作者: 宣誓書 時(shí)間: 2025-3-22 05:37 作者: Malcontent 時(shí)間: 2025-3-22 09:40
The Religious Commitment of Confucian Stylerade is the so-called US Libor onshore swaps, which are paid onshore in BRL, but fixings are US Libor which are associated with USD currency. In the previous section we derived that the offshore BRL Fixed Float swap can be viewed as a quanto swap. And based on the same arguments, we will derive in t作者: 繁殖 時(shí)間: 2025-3-22 15:08 作者: 個(gè)人長(zhǎng)篇演說 時(shí)間: 2025-3-22 19:40
The Spirit of Chinese Philosophyong SETA, Selic and CDI and says that they do not change that much on a daily basis to really matter. The glass half empty person looks at 2012 and 2013 and says that something doesn’t look right. And both will ask “Why the CDI is lower than the Selic”?作者: Ballad 時(shí)間: 2025-3-22 22:36 作者: abnegate 時(shí)間: 2025-3-23 01:24
The Religious Commitment of Confucian StyleThis chapter aims to give the reader a historical background on Foreign Exchange and Interest Rate derivatives in Brazil, through tables, charts and anecdotes.作者: 有發(fā)明天才 時(shí)間: 2025-3-23 08:45
Zhuang Zi’s Mentality of Cosmic LibertyIn the good old days, when the overnight rates were 2% a day, losing one day of interest in your calculation was a very serious business. Understanding how Brazil’s Day Count calculations work, and knowing the different calendars, business days standards and fixings is critical for anyone using Brazilian financial instruments and references.作者: 系列 時(shí)間: 2025-3-23 13:23 作者: bonnet 時(shí)間: 2025-3-23 17:38 作者: chastise 時(shí)間: 2025-3-23 20:24
The Religious Commitment of Confucian StyleIt should be similar to the previous section on the life of an IR Swap (3.1), but now there’s an additional risk factor (FX).作者: 推延 時(shí)間: 2025-3-24 01:58 作者: aphasia 時(shí)間: 2025-3-24 04:20
https://doi.org/10.1007/978-3-642-29317-7CME holds a great variety of listed FX Futures contracts. In the first subsection we focus on its FX Futures contracts for the BRL/USD currency pair.作者: leniency 時(shí)間: 2025-3-24 07:41 作者: 傳授知識(shí) 時(shí)間: 2025-3-24 14:05 作者: 民間傳說 時(shí)間: 2025-3-24 17:40
https://doi.org/10.1007/978-94-011-1450-9Describing bonds and their relationship with the derivatives markets.作者: Defiance 時(shí)間: 2025-3-24 22:14 作者: 疲勞 時(shí)間: 2025-3-25 01:21
Commonwealth of Independent States,Durations and tick sizes, consequences and possible developments for the more liquid instruments.作者: LATHE 時(shí)間: 2025-3-25 04:32 作者: Cholesterol 時(shí)間: 2025-3-25 10:16 作者: 招惹 時(shí)間: 2025-3-25 15:00
We Mean Business,In the good old days, when the overnight rates were 2% a day, losing one day of interest in your calculation was a very serious business. Understanding how Brazil’s Day Count calculations work, and knowing the different calendars, business days standards and fixings is critical for anyone using Brazilian financial instruments and references.作者: 創(chuàng)新 時(shí)間: 2025-3-25 17:24 作者: Receive 時(shí)間: 2025-3-25 20:47
,A Man With Two Clocks … Foreign Exchange in Brazil,How to trade the currency in Brazil (if you can) and its derivatives (yes you can) and how each contract can be different (well, you can, but …)作者: intimate 時(shí)間: 2025-3-26 04:05 作者: 統(tǒng)治人類 時(shí)間: 2025-3-26 05:00 作者: ETCH 時(shí)間: 2025-3-26 10:57 作者: 強(qiáng)化 時(shí)間: 2025-3-26 13:47
Start from Where? Constructing Markets for FX Forwards, Futures, Onshore USD Interest Rates and OffHere the goal is to create a framework for a consistent market scenario choosing among different market prices and conventions.作者: 使痛苦 時(shí)間: 2025-3-26 18:29
FX Trading (Interest Rate and Fixing) Market and Credit Risk,Here are some of the shortcuts to find the FX Delta of the derivatives contracts covered above, depending on your funding currency.作者: 帳單 時(shí)間: 2025-3-27 00:15 作者: babble 時(shí)間: 2025-3-27 01:49
,Index of Choice … Inflation-Linked Products and Curves,In this section, we will first discuss government inflation linked bonds, more specifically NTNBs. We will describe how the coupons are paid and when they are paid, and explain the concept behind VNA, which is the updated nominal value, and the quoting convention for NTNBs.作者: 小木槌 時(shí)間: 2025-3-27 09:21 作者: 正式通知 時(shí)間: 2025-3-27 12:32 作者: neolith 時(shí)間: 2025-3-27 15:32
BRL Interest Rate Market and Credit Risk,ong SETA, Selic and CDI and says that they do not change that much on a daily basis to really matter. The glass half empty person looks at 2012 and 2013 and says that something doesn’t look right. And both will ask “Why the CDI is lower than the Selic”?作者: BARK 時(shí)間: 2025-3-27 19:08
A Skewed Perspective of the World: FX Options,ket), and the curious mix of FX options and listed markets (the onshore listed FX options). Let’s start with the offshore market first (notation is this chapter follows mostly the source articles, not previous chapters).作者: defeatist 時(shí)間: 2025-3-28 01:04
Marcos C. S. Carreira,Richard J. BrostowiczUNIQUE: There are no books available that describe extensively the Brazilian onshore and offshore market, highlighting differences in pricing and risk management.COURSE ADOPTION: The book will be core作者: ciliary-body 時(shí)間: 2025-3-28 03:56
http://image.papertrans.cn/b/image/190475.jpg作者: 軟膏 時(shí)間: 2025-3-28 07:49
https://doi.org/10.1057/9781137477279Brazil; financial archeology; interest rates; offshore; onshore; volatility; zero curve; pricing; risk expos作者: CRP743 時(shí)間: 2025-3-28 11:50 作者: ostensible 時(shí)間: 2025-3-28 16:16 作者: Injunction 時(shí)間: 2025-3-28 19:12 作者: Infuriate 時(shí)間: 2025-3-29 01:37
g and risk management.COURSE ADOPTION: The book will be coreThe 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 c作者: 環(huán)形 時(shí)間: 2025-3-29 06:34
The Religious Commitment of Confucian Stylerevious section we derived that the offshore BRL Fixed Float swap can be viewed as a quanto swap. And based on the same arguments, we will derive in this section that US Libor onshore swaps also are quantos.作者: Incorruptible 時(shí)間: 2025-3-29 08:19 作者: Etching 時(shí)間: 2025-3-29 13:57 作者: lavish 時(shí)間: 2025-3-29 17:24
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