BASIS RISK AND THE DEMAND FOR COMMODITY DERIVATIVES IN BRAZIL

BASIS RISK AND THE DEMAND FOR COMMODITY DERIVATIVES IN BRAZIL

Nos mercados internacionais, o volume negociado de derivativos agropecuários representa cerca de 5% do volume total de derivativos financeiros. No Brasil, os derivativos agropecuários têm uma importância bem mais reduzida, representando apenas 0,5% do volume de derivativos negociados na BM&F, da...

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Bibliographic Details
Main Author:	GUILHERME AYRES DA SILVA LUCAS
Other Authors:	WALTER NOVAES FILHO
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2009
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15513@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15513@2

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