Sofr Futures And Options
Download and Read Sofr Futures And Options full books in PDF, ePUB, and Kindle. Read online free Sofr Futures And Options ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
SOFR Futures and Options
Author | : Doug Huggins |
Publisher | : John Wiley & Sons |
Total Pages | : 262 |
Release | : 2022-09-14 |
Genre | : Business & Economics |
ISBN | : 1119888948 |
Download SOFR Futures and Options Book in PDF, Epub and Kindle
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 convexity Applying 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.
SOFR Futures and Options Related Books
Pages: 262
Pages: 513
Pages: 404
Pages: 280
Pages: 623