SOFR Futures and Options

Name: SOFR Futures and Options
Brand: Unknown
SKU: 9781119888949
Price: 94.99 NZD
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By Doug Huggins and Christian Schaller

Series: Wiley Finance

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Summary

SOFR Futures and Options by Doug Huggins and Christian Schaller delves into the intricacies of trading Secured Overnight Financing Rate derivatives. The book provides comprehensive insights into the usage and mechanics of SOFR futures and options, focusing on strategies for risk management and investment. It serves as a practical guide for traders and investors interested in understanding this aspect of modern financial markets.
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Format: Hardback

$94⁹⁹

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SOFR Futures and Options

$94⁹⁹

Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book may appeal to you if you're interested in gaining a comprehensive understanding of finance and investment tools, specifically focused on SOFR futures and options. You might enjoy the in-depth analysis provided by the authors, offering practical insights into trading strategies and risk management techniques within this vital area of the financial markets.

SOFR Futures and Options

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.

Series: Wiley Finance

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Book Details

INFORMATION

ISBN: 9781119888949

Publisher: John Wiley & Sons Inc

Format: Hardback

Date Published: 15 September 2022

Country: United States

Imprint: John Wiley & Sons Inc

Contributors:

Foreword by Galen Burghardt

Audience: General / adult

DIMENSIONS

Spine width: 20.0mm

Width: 152.0mm

Height: 231.0mm

Weight: 567g

Pages: 256

Collections

Christian Schaller Doug Huggins Finance & Economics Finance & Investment Non-Fiction Series: Wiley Finance

About the Author

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.