Showing results by author "Galen Burghardt - foreword" in All Categories
-
-
SOFR Futures and Options
- A Practitioner's Guide
- By: Doug Huggins, Christian Schaller, Galen Burghardt - foreword
- Narrated by: Kent Klineman
- Length: 9 hrs and 49 mins
- Unabridged
-
Overall0
-
Performance0
-
Story0
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.
Preview -
SOFR Futures and Options
- A Practitioner's Guide
- Narrated by: Kent Klineman
- Length: 9 hrs and 49 mins
- Release date: 27-09-22
- Language: English
Failed to add items
Sorry, we are unable to add the item because your shopping cart is already at capacity.Add to basket failed.
Please try again laterAdd to wishlist failed.
Please try again laterRemove from wishlist failed.
Please try again laterAdding to library failed
Please try againFollow podcast failed
Unfollow podcast failed
£13.61 or free with trial. Auto-renews at £5.99/month after trial. See eligibility.
-