Webinar: Interpolating OIS Rates In Brazil скачать в хорошем качестве

Webinar: Interpolating OIS Rates In Brazil

Over the last year Brazil has been on the news not only for its political turmoil but for the return of its financial markets, as the change in government brought a new hope that, this time, things could be different. Marcos Carreira, Professor Mathematical Finance, Institute Of Mathematical and Computer Sciences, University Of Sao Paulo speaks about what this means for the derivatives industry. Few places offer dual digit interest rates, an active interbank cleared onshore market and also an offshore market. Learn how to deal with Brazil's financial calendar and conventions with Marcos Carreira, and also understand how auto-correlation of monetary policy decisions can impact the interpolation of Brazil's overnight indexed rates. How does the interest rate curve moves? Is the steepness related to the curvature? More on parsimonious modeling of the curve on the webinar.