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SOFR Futures and Options

SOFR Futures and Options

4 in stock

Firm sale: non returnable item

SKU 9781119888949 Categories Business & Management, Products

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 f...

£37.99

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Description
Additional information

Description

Product ID:	9781119888949
Product Form:	Hardback
Country of Manufacture:	US
Series:	Wiley Finance
Title:	SOFR Futures and Options
Authors:	Author: Christian Schaller, Doug Huggins
Page Count:	256
Subjects:	Finance and accounting, Finance & accounting
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.
Imprint Name:	John Wiley & Sons Inc
Publisher Name:	John Wiley & Sons Inc
Country of Publication:	GB
Publishing Date:	2022-09-15

Additional information

Weight	580 g
Dimensions	162 × 235 × 21 mm

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