{"title":"Doug Huggins","description":null,"products":[{"product_id":"sofr-futures-and-options-book-doug-huggins-9781119888949","title":"SOFR Futures and Options","description":"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.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49626416709905,"sku":"GOR013712770","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ GARDNERS","offer_id":49744121495825,"sku":"NGR9781119888949","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":53231000092945,"sku":"NIN9781119888949","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1119888948.jpg?v=1750919534"},{"product_id":"fixed-income-relative-value-analysis-website-book-doug-huggins-9781394189083","title":"Fixed Income Relative Value Analysis + Website","description":"An invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR   Since its first edition in 2013, Fixed Income Relative Value Analysis: A Practitioner’s Guide to the Theory, Tools, and Trades has become the gold standard for guides linking financial theories with practical analysis tools. The newly revised second edition reflects both the progress in statistical tools over the last decade and the impact of the transition to SOFR on swap spreads.   You’ll find a set of statistical and financial tools, a multitude of actual trades resulting from the application of these tools, as well as access to a companion website featuring spreadsheets illustrating some of the models contained in the book.   This book covers:     Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis, now including the multivariate Ornstein-Uhlenbeck model. An in-depth approach to understanding swap spreads in theory and practice. A comprehensive discussion of the various basis swaps and their combinations. The incorporation of credit default swaps in yield curve analysis. A classification of option trades into three types and the appropriate analysis tools. Fitted curve techniques for identifying relative value among different bonds. A multi-factor delivery option model for bond future contracts.  Fixed Income Relative Value Analysis has proven to be an indispensable desk reference for buy- and sell-side fixed income professionals, including traders, quantitative analysts, portfolio managers, financial engineers, fixed income salespeople with sophisticated clientele and risk managers.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ GARDNERS","offer_id":49753063784721,"sku":"NGR9781394189083","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":51821197459729,"sku":"CIN1394189087VG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":52607967363345,"sku":"CIN1394189087G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":53099878809873,"sku":"NLS9781394189083","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":53100135547153,"sku":"NIN9781394189083","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1394189087.jpg?v=1770890870"},{"product_id":"fixed-income-relative-value-analysis-website-book-doug-huggins-9781118477199","title":"Fixed Income Relative Value Analysis, + Website","description":"As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets have failed to keep pace with recent developments, including the deterioration in the credit quality of many sovereign issuers. In Fixed Income Relative Value Analysis, Doug Huggins and Christian Schaller address this gap with a set of analytic tools for assessing value in the markets for government bonds, interest rate swaps, and related basis swaps, as well as associated futures and options. \u003cp\u003eTaking a practitioner's point of view, the book presents the theory behind market analysis in connection with tools for finding and expressing trade ideas. The extensive use of actual market examples illustrates the ways these analytic tools can be applied in practice.\u003c\/p\u003e \u003cp\u003eThe book covers: \u003c\/p\u003e \u003cul\u003e \u003cli\u003eStatistical models for quantitative market analysis, in particular mean reversion models and principal component analysis.\u003c\/li\u003e \u003cli\u003eAn in-depth approach to understanding swap spreads in theory and in practice.\u003c\/li\u003e \u003cli\u003eA comprehensive discussion of the various basis swaps and their combinations.\u003c\/li\u003e \u003cli\u003eThe incorporation of credit default swaps in yield curve analysis.\u003c\/li\u003e \u003cli\u003eA classification of option trades, with appropriate analysis tools for each category.\u003c\/li\u003e \u003cli\u003eFitted curve techniques for identifying relative value among different bonds.\u003c\/li\u003e \u003cli\u003eA multi-factor delivery option model for bond future contracts.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eFixed Income Relative Value Analysis\u003c\/i\u003e provides an insightful presentation of the relevant statistical and financial theories, a detailed set of statistical and financial tools derived from these theories, and a multitude of actual trades resulting from the application of these tools to the fixed income markets. As such, it's an indispensable guide for relative value analysts, relative value traders, and portfolio managers for whom security selection and hedging are part of the investment process.\u003c\/p\u003e","brand":"WoB","offers":[{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":49763967271185,"sku":"CIN1118477197VG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":50289919918353,"sku":"GOR011072074","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1118477197.jpg?v=1751175056"}],"url":"https:\/\/www.worldofbooks.com\/en-gb\/collections\/author-books-by-doug-huggins.oembed","provider":"World of Books ","version":"1.0","type":"link"}