(PDF) Cálculo financeiro das tesourarias: bancos e empresas
: It explores the dynamics of the Brazilian financial market, including interest rate and inflation volatility, product structuring, and the management of cash flows (asset loading). Risk Management (PDF) Cálculo financeiro das tesourarias: bancos e empresas
: Detailed formulas for pricing LTNs, NTN-Bs, and LFTs, including the specific day-count conventions ( business days) used in Brazil. Derivatives Pricing including interest rate and inflation volatility
: Covers asset carrying (carregamento de ativos), pricing of public bonds, and long-term securities. pricing of public bonds
The book bridges the gap between financial theory and the daily operational reality of a treasury department. Key topics include: Asset Pricing & Fixed Income