Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Kurv
SOFR Futures and Options
Engelsk Hardback
Se mere i:
SOFR Futures and Options
Engelsk Hardback

506 kr
Tilføj til kurv
Sikker betaling
6 - 8 hverdage

Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
256
ISBN-13:
9781119888949
Indbinding:
Hardback
Udgave:
ISBN-10:
1119888948
Kategori:
Udg. Dato:
15 sep 2022
Længde:
21mm
Bredde:
235mm
Højde:
162mm
Forlag:
John Wiley & Sons Inc
Oplagsdato:
15 sep 2022
Kategori sammenhænge