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

Author: Marcos C. S. Carreira, Richard J. Brostowicz JrPublisher: Palgrave MacMillanPublished: 01/20/2016Pages: 303Binding Type: HardcoverWeight: 1.50lbsSize: 9.30h...
$296.47 SGD
$296.47 SGD
SKU: 9781137477262
Product Type: Books
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Author: Marcos C. S. Carreira
Format: Hardcover
Language: English
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Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Carreira, Marcos C. S.

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

$296.47

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

$296.47
Author: Marcos C. S. Carreira
Format: Hardcover
Language: English

Author: Marcos C. S. Carreira, Richard J. Brostowicz Jr
Publisher: Palgrave MacMillan
Published: 01/20/2016
Pages: 303
Binding Type: Hardcover
Weight: 1.50lbs
Size: 9.30h x 6.30w x 0.90d
ISBN: 9781137477262

About the Author
Marcos Carreira is responsible for Traded Risk at HSBC Brazil. Previously he was first the Derivative Products Officer and later the Technical Modeling Officer at BM&FBovespa, with contributions on risk management, derivatives pricing, exchange fees, microstructure and HFT. At Credit Suisse Brazil, he was a Managing Director in charge of the FX and IR Options desk, after being the Risk Manager responsible for Market, Counterparty and Liquidity Risks. He started his career in Finance/Product Control at Banco de Investimentos Garantia. Mr Carreira holds an engineering degree from Instituto Tecnológico de Aeronáutica (ITA), is part of the 2016 class of the Professional Masters in Economics at Insper. He has more than 20 years of experience in the Brazilian Capital Markets. Marcos lectures for the MECAI Professional Masters course in Mathematical Finance at ICMC-USP.

Richard Brostowicz is an Executive Director and Head of Brazil Quants at Banco Morgan Stanley, Brazil. He has 8 years of experience as a quant in global markets, having worked previously at Credit Suisse, and 11 years in the Brazilian market. He studied at the University of Sao Paulo (USP) and is a lecturer for a MECAI Professional Masters course in Mathematical Finance at ICMC-USP.


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