eBook - ePub

SOFR Futures and Options

Name: SOFR Futures and Options
Author: Doug Huggins,Christian Schaller

Doug Huggins,

Christian Schaller,

English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

SOFR Futures and Options

Doug Huggins,

Christian Schaller,

About this book

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.

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Yes, you can access SOFR Futures and Options by Doug Huggins,Christian Schaller in PDF and/or ePUB format, as well as other popular books in Business & Financial Risk Management. We have over one million books available in our catalogue for you to explore.