SOFR Futures and Options is popular PDF and ePub book, written by Doug Huggins in 2022-08-31, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, SOFR Futures and Options can be Read Online from any device for your convenience.
SOFR Futures and Options Book PDF Summary
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.
Detail Book of SOFR Futures and Options PDF
- Author : Doug Huggins
- Release : 31 August 2022
- Publisher : John Wiley & Sons
- ISBN : 9781119888956
- Genre : Business & Economics
- Total Page : 262 pages
- Language : English
- PDF File Size : 15,7 Mb
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