SOFR Futures and Options Hardback
by Doug Huggins, Christian Schaller
Part of the Wiley Finance series
Hardback
- Information
Description
SOFR Futures and Options is the practical guide through the maze of the transition from LIBOR.
In the first section, it provides an in-depth explanation of the concepts involved: The repo market and the construction of SOFRSOFR-based lending markets and the term rateThe secured-unsecured basisSOFR futures and options and their spread contractsMargin and convexityApplying these insights, the second section offers detailed worked-through examples of hedging loans, swaps, bonds, and floors with SOFR futures and options, supported by interactive spreadsheets accessible on the web.
The gold standard resource for professionals working at financial institutions, SOFR Futures and Options also belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.
Information
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In Stock - low on stock, only 1 copy remainingFree UK DeliveryEstimated delivery 2-3 working days
- Format:Hardback
- Pages:256 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:15/09/2022
- Category:
- ISBN:9781119888949
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Information
-
In Stock - low on stock, only 1 copy remainingFree UK DeliveryEstimated delivery 2-3 working days
- Format:Hardback
- Pages:256 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:15/09/2022
- Category:
- ISBN:9781119888949
