SOFR Futures and Options

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46,95 €

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Gesetzliche Gewährleistung: 2 Jahre · Details

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Beschreibung

<p><i>SOFR Futures and Options</i> 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:</p><ul> <li>The repo market and the construction of SOFR</li> <li>SOFR-based lending markets and the term rate</li> <li>The secured-unsecured basis</li> <li>SOFR futures and options and their spread contracts</li> <li>Margin and convexity</li></ul><p>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.</p><p>The gold standard resource for professionals working at financial institutions, <i>SOFR Futures and Options</i> also belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.</p>

Artikeldetails

EAN

9781119888949

Sprache

Englisch

Einband / Art

Buch

Maße

232 x 155 x 23 mm

Erscheinungsjahr

2022

Verlag / Hersteller

John Wiley & Sons Inc