SALE ON KIDS & YA BOOKSCOOL! SHOW ME

Close Notification

Your cart does not contain any items

SOFR Futures and Options

Doug Huggins Christian Schaller Galen Burghardt

$82.95

Hardback

Not in-store but you can order this
How long will it take?

QTY:

English
John Wiley & Sons Inc
26 August 2022
Series: Wiley Finance
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.
By:   ,
Foreword by:  
Imprint:   John Wiley & Sons Inc
Country of Publication:   United States
Dimensions:   Height: 231mm,  Width: 152mm,  Spine: 20mm
Weight:   567g
ISBN:   9781119888949
ISBN 10:   1119888948
Series:   Wiley Finance
Pages:   256
Publication Date:  
Audience:   General/trade ,  ELT Advanced
Format:   Hardback
Publisher's Status:   Active

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.

See Also