SOFR futures and options : a practitioner's guide /: a practitioner's guide. ([2022])

• Record Type: Book
• Further Information: Note: Doug Huggins, Christian Schaller.
• Authors: Huggins, Doug, 1965-; Schaller, Christian, 1971-
• Contents: FOREWORD BY GALEN BURGHARDT Introduction SECTION 1: Concepts Chapter 1: SOFR Chapter 2: SOFR Futures Chapter 3: SOFR lending markets and the term rate Chapter 4: SOFR spread futures and the basis Chapter 5: Options Chapter 6: Price Biases and SOFR Curve Building SECTION 2: Use cases Chapter 7: Basic hedges with SOFR futures Chapter 8: Hedging the SOFR Term Rate Chapter 9: Hedging swaps and bonds with SOFR futures Chapter 10: Hedging caps and floors with SOFR future options Bibliography
• Publisher Details: Hoboken, New Jersey : John Wiley & Sons, Inc
• Publication Date: 2022
• Extent: 1 online resource (xi, 238 pages), illustrations (some color)
• Subjects: 332.63/23; Interest rate futures; Overnight funds; Finance; Finance; Interest rate futures; Overnight funds
• Languages: English
• ISBNs: 9781119888963; 1119888964; 9781119888956; 1119888956
• Related ISBNs: 9781119888949
• Notes: Note: Includes bibliographical references and index.; Note: Description based on online resource; title from digital title page (viewed on October 28, 2022).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.