Loading...
Welcome
Sign up
Login
Browse Books
Deals
VIP
0
Loading...
Play Sample
SOFR Futures and Options: A Practitioner's Guide
Written by:
Doug Huggins
,
Christian Schaller
Narrated by:
Kent Klineman
Unabridged Audiobook
Play Free
Add to Cart - $19.99
Remove from Cart
Give as a gift
Ratings
Book
Narrator
Release Date
September 2022
Duration
9 hours 49 minutes
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; and 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.
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.
Browse By Category
Business & Economics
>
Accounting & Finance
1 book added to cart
SOFR Futures and Options: A Pract...
Doug Huggins
Subtotal
$19.99
View Cart
Continue Browsing
~~title~~
~~carousel-body~~
Back
Next
~~book-title~~
By: ~~author-single-string~~
~~tag-text~~
© Copyright 2011 - 2024 Storytel Audiobooks USA LLC. All Rights Reserved.