SOFR Futures and Options
$75.99
- Hardcover
256 pages
- Release Date
25 August 2022
Summary
Navigating the SOFR Transition: A Practical Guide to Futures and Options
SOFR Futures and Options is your practical guide through the complexities of the transition from LIBOR. This book provides an in-depth explanation of the core concepts:
- 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 conve…
Book Details
| ISBN-13: | 9781119888949 |
|---|---|
| ISBN-10: | 1119888948 |
| Series: | Wiley Finance |
| Author: | Christian Schaller, Doug Huggins, Galen Burghardt |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 256 |
| Release Date: | 25 August 2022 |
| Weight: | 567g |
| Dimensions: | 231mm x 152mm x 20mm |
You Can Find This Book In
About The Author
Christian Schaller
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.
Returns
This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.