SOFR Futures and Options
SOFR Futures and Options
Proud to be B-Corp
Our business meets the highest standards of verified social and environmental performance, public transparency and legal accountability to balance profit and purpose. In short, we care about people and the planet.
The feel-good place to buy books
- Free delivery in the UK
- Supporting authors with AuthorSHARE
- 100% recyclable packaging
- B Corp - kinder to people and planet
- Buy-back with World of Books - Sell Your Books
SOFR Futures and Options by Doug Huggins
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.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.
| SKU | Non disponible |
| ISBN 13 | 9781119888949 |
| ISBN 10 | 1119888948 |
| Titre | SOFR Futures and Options |
| Auteur | Doug Huggins |
| Série | Wiley Finance |
| État | Non disponible |
| Type de reliure | Hardback |
| Éditeur | John Wiley & Sons Inc |
| Année de publication | 2022-09-15 |
| Nombre de pages | 256 |
| Note de couverture | La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier. |
| Note | Non disponible |