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Brazilian Derivatives and Securities pp 154–199Cite as

Palgrave Macmillan

Too Many Options?

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Abstract

After describing the methodology to construct the majority of the required yield curves for the onshore Brazilian market, it’s possible now to move one step forward in the complexity level and talk about IR and FX options in the onshore market.

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Author information

Authors and Affiliations

  1. Quantitative Finance Practitioner, Brazil

    Marcos C. S. Carreira

  2. Banco Morgan Stanley, Brazil

    Richard J. Brostowicz (Executive Director and Head of Brazil Quants)

Authors
  1. Marcos C. S. Carreira
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  2. Richard J. Brostowicz
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© 2016 Marcos C. S. Carreira and Richard J. Brostowicz

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Carreira, M.C.S., Brostowicz, R.J. (2016). Too Many Options?. In: Brazilian Derivatives and Securities. Palgrave Macmillan, London. https://doi.org/10.1057/9781137477279_7

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