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SOFR Futures and Options
Engelsk
Bogcover for SOFR Futures and Options af Christian Schaller, Doug Huggins, 9781119888949
Specifikationer
Sprog:
Engelsk
Sider:
256
ISBN-13:
9781119888949
Indbinding:
Hardback
ISBN-10:
1119888948
Kategori:
Udg. Dato:
15 sep 2022
Størrelse i cm:
16,2 x 23,5 x 2,1
Serie:
Oplagsdato:
15 sep 2022

SOFR Futures and Options

Engelsk
Hardback 2022
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
256
ISBN-13:
9781119888949
Indbinding:
Hardback
ISBN-10:
1119888948
Kategori:
Udg. Dato:
15 sep 2022
Størrelse i cm:
16,2 x 23,5 x 2,1
Serie:
Oplagsdato:
15 sep 2022
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