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· 제목 : Sofr Futures and Options (Hardcover)
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 선물
· ISBN : 9781119888949
· 쪽수 : 256쪽
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 선물
· ISBN : 9781119888949
· 쪽수 : 256쪽
목차
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
