SOFR Futures and Options
Read by
Kent Klineman
Release:
09/27/2022
Release:
09/27/2022
Release:
09/27/2022
Runtime:
9h 49m
Runtime:
9h 49m
Runtime:
9h 49m
Quantity:
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; and 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.
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.
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.
Release:
2022-09-27
2022-09-27
2022-09-27
Runtime:
Runtime:
Runtime:
9h 49m
9h 49m
9h 49m
Format:
audio
audio
audio
Weight:
0.0 lb
0.7 lb
0.5 lb
Language:
English
ISBN:
9781663724168
9798212008129
9798212008136
Praise