SOFR futures and options : a practitioner's guide
Author
Published
Hoboken, New Jersey : John Wiley & Sons, Inc., [2022].
Status
Available Online
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Format
Language
English
ISBN
9781394320493, 1394320493, 9781119888963, 1119888964, 9781119888956, 1119888956
UPC
10.1002/9781394320493
Notes
Bibliography
Includes bibliographical references and index.
Description
"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.
Local note
O'Reilly O'Reilly Online Learning: Academic/Public Library Edition
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Citations
APA Citation, 7th Edition (style guide)
Huggins, D., & Schaller, C. (2022). SOFR futures and options: a practitioner's guide . John Wiley & Sons, Inc..
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Huggins, Doug, 1965- and Christian Schaller. 2022. SOFR Futures and Options: A Practitioner's Guide. Hoboken, New Jersey: John Wiley & Sons, Inc.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Huggins, Doug, 1965- and Christian Schaller. SOFR Futures and Options: A Practitioner's Guide Hoboken, New Jersey: John Wiley & Sons, Inc, 2022.
Harvard Citation (style guide)Huggins, D. and Schaller, C. (2022). SOFR futures and options: a practitioner's guide. Hoboken, New Jersey: John Wiley & Sons, Inc.
MLA Citation, 9th Edition (style guide)Huggins, Doug, and Christian Schaller. SOFR Futures and Options: A Practitioner's Guide John Wiley & Sons, Inc., 2022.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
Staff View
Grouped Work ID
518a7b3d-833d-687e-140d-ffa37df3f06d-eng
Grouping Information
| Grouped Work ID | 518a7b3d-833d-687e-140d-ffa37df3f06d-eng |
|---|---|
| Full title | sofr futures and options a practitioners guide |
| Author | huggins doug |
| Grouping Category | book |
| Last Update | 2025-01-24 12:33:29PM |
| Last Indexed | 2025-05-20 03:21:48AM |
Book Cover Information
| Image Source | contentCafe |
|---|---|
| First Loaded | Aug 14, 2023 |
| Last Used | Sep 23, 2024 |
Marc Record
| First Detected | Mar 20, 2023 10:19:17 AM |
|---|---|
| Last File Modification Time | Dec 17, 2024 08:21:29 AM |
| Suppressed | Record had no items |
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| 588 | |a Description based on online resource; title from digital title page (viewed on October 28, 2022). | ||
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