Titlebook: Brazilian Derivatives and Securities; Pricing and Risk Man Marcos C. S. Carreira,Richard J. Brostowicz Book 2016 The Editor(s) (if applicab

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,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.

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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”?

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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).

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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

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https://doi.org/10.1057/9781137477279Brazil; financial archeology; interest rates; offshore; onshore; volatility; zero curve; pricing; risk expos

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