Téléchargez le livre : SOFR Futures and Options

SOFR Futures and Options

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2022-08-31

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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.
Pages
256 pages
Collection
Wiley Finance
Parution
2022-08-31
Marque
Wiley
EAN papier
9781119888949
EAN PDF
9781119888963
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
3799 Ko
Prix
45,05 €
EAN EPUB
9781119888956
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
4342 Ko
Prix
45,05 €

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