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Author Christian Schaller , Doug Huggins , Galen Burghardt
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 SOFRSOFR-based lending markets and the term rateThe secured-unsecured basisSOFR f....
Release Date 2022/09 -
The Eurodollar Futures and Options Handbook
Author Galen Burghardt
Eurodollar trading volume is exploding, with no end in sight tools phenomenal growth. The Eurodollar Futures and Options Handbook provides traders and investors with the complete range of current research on Eurodollar futures and options, now the most widely traded....
Release Date 2003/06