Isbn: 9798896654384 - sofr derivatives strategy: trading and hedging in the post-libor rate market (5 resultados)

Condición: New.

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - As LIBOR fades into history, success in USD rates markets depends on a precise grasp of SOFR and the instruments built around it. This book is written for rates traders, risk managers, treasury professionals, and fixed-income quants who need a practical, market-ready framework for trading, hedging, and valuing exposures in the post-LIBOR landscape. It bridges institutional market structure with desk-level decision making, showing how SOFR actually behaves and how that behavior translates into risk and opportunity.Readers will learn how to move from foundational rate mathematics to full SOFR curve construction using SR1 and SR3 futures and SOFR OIS swaps, with careful treatment of bootstrapping, interpolation, and futures convexity adjustments. The book then develops product pricing, DV01 and bucketed risk, carry and rolldown, P&L attribution, and implementable trading ideas such as SOFR-Fed Funds basis trades, curve structures, and hedging SOFR-linked loans with futures strips. Each topic is presented with a strong focus on executable analytics rather than abstract theory.A distinguishing feature of the book is its operational depth. Beyond valuation and strategy, it covers Python-based implementation, reproducible curve engines, hedge calculators, backtesting workflows, model risk, stress testing, and governance controls required on a professional desk. The result is a self-contained guide for practitioners who want both conceptual clarity and a robust framework for real-world SOFR derivatives work.…

Taschenbuch. Condición: Neu. SOFR Derivatives Strategy | Trading and Hedging in the Post-LIBOR Rate Market | Felix J. Warwick | Taschenbuch | Englisch | 2026 | NobleTrex Press | EAN 9798896654384 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…