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SOFR Futures and Options
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SOFR Futures and Options

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ProduktVarenr.PrisHandling
SOFR Futures and Options9781119888949294,95 krTil butik
SOFR Futures and Options9781119888949294,95 krTil butik

Produktdetaljer

SOFR Futures and Options

SOFR Futures and Options

Christian Schaller og Doug HugginsØkonomi og finans

294,95 kr

Til butik
Varenr.:
9781119888949

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.

Læs mere hos Saxo DK
SOFR Futures and Options

SOFR Futures and Options

Christian Schaller og Doug HugginsBog

294,95 kr

Til butik
Varenr.:
9781119888949

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.

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