SOFR futures and options a practitioner's guide / Doug Huggins, Christian Schaller.
| Author/creator | Huggins, Doug, 1965- |
| Other author | Schaller, Christian, 1971- |
| Format | Electronic |
| Publication Info | Hoboken, New Jersey : John Wiley & Sons, Inc., [2023] |
| Description | 1 online resource |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Wiley finance |
| Abstract | "By many measures, the Eurodollar futures and options complex has been the most successful in the world. Since its introduction in 1981, the tremendous volume and open interest of the Eurodollar complex have made the Chicago Mercantile Exchange the envy of other exchanges, from São Paulo to Singapore. But global financial regulators are actively retiring LIBOR, the index on which the Eurodollar contract is based, in favor of SOFR, the secured overnight financing rate. Not surprisingly, the CME has introduced a SOFR futures contract based on this rate. In fact, the CME has introduced two futures contracts--a three-month contact, and a one-month contract--along with options on these futures. The SOFR index has a number of key differences from the LIBOR index, and these differences have material implications for market participants, and SOFR Futures and Options will provide users of these contracts with the information they need to use these products with confidence"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Source of description | Description based on print version record and CIP data provided by publisher; resource not viewed. |
| Issued in other form | Print version: Huggins, Doug, 1965- SOFR futures and options Hoboken, New Jersey : John Wiley & Sons, Inc., [2023] 9781119888949 |
| Genre/form | Electronic books. |
| LCCN | 2022026761 |
| ISBN | 9781119888956 (epub) |
| ISBN | 9781119888963 (adobe pdf) |
| ISBN | (hardback) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |