SOFR Futures and Options (Wiley Finance)
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- Synopsis
- 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 SOFR SOFR-based lending markets and the term rate The secured-unsecured basis SOFR futures and options and their spread contracts Margin 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.
- Copyright:
- 2022
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 256 Pages
- ISBN-13:
- 9781119888956
- Related ISBNs:
- 9781119888949
- Publisher:
- Wiley
- Date of Addition:
- 09/01/22
- Copyrighted By:
- Doug Huggins and Christian Schaller.
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Foreword by:
- Galen Burghardt
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Other Books
- by Christian Schaller
- by Doug Huggins
- in Nonfiction
- in Business and Finance