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Doug Huggins, Christian Schaller - SOFR Futures and Options, Inbunden

Inbunden, Engelska, 2022

Del i serien Wiley Finance

SOFR Futures and Options

Av Doug Huggins, Christian Schaller

499 kr

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Beskrivning
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.
Produktinformation
  • Utgivningsdatum: 2022-09-14
  • Mått: 152 x 231 x 20 mm
  • Vikt: 567 g
  • Format: Inbunden
  • Språk: Engelska
  • Serie: Wiley Finance
  • Antal sidor: 256
  • Förlag: John Wiley & Sons Inc
  • Medarbetare: Galen Burghardt
  • ISBN: 9781119888949
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DOUG HUGGINS, PHD, has over thirty-two years of experience working in the fixed income markets. He has worked as a European fixed income relative value researcher at Deutsche Bank, as well as a Global Head of Fixed Income Relative Value Research and Global Head of Hedge Fund Sales at ABN AMRO, and founded a proprietary trading desk at ABN. CHRISTIAN SCHALLER, PHD, was Global Head of Leveraged Investment Strategy at ABN AMRO and is now an independent consultant and trainer for financial institutions. He co-founded, with Doug Huggins, QMA Analytics, a London-based firm providing analytic software for financial market participants.

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