SOFR Futures and Options (Wiley Finance)
$41.66
Sale price
$41.66
Regular price
$41.66
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SOFR Futures and Options (Wiley Finance)
$41.66
Sale price
$41.66
Regular price
$41.66
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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 convexityApplying 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.
Product Notice
This book is sold in used condition unless explicitly stated as new.
Condition is graded and described accurately. Some books may contain
previous owner's markings, highlights, or inscriptions. This product
may contain chemicals known to the State of California to cause cancer
or reproductive harm. For more information visit
www.P65Warnings.ca.gov
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