There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. And there are, correspondingly, two types of

The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business

Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure a