Christian Schaller og Doug Huggins

'SOFR Futures and Options'

Bog | Engelsk

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

'Fixed Income Relative Value Analysis + Website'

Bog | Engelsk

An invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR Since its first edition in 2013, Fixed Income Relative Value Analysis: A Practitioner's Guide to the Theory, Tools, and Trades has become the