SOFR futures and options (Record no. 989716)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01404 a2200205 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241025163442.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240130b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119888949 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6323 |
| Item number | HUG |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Huggins, Doug |
| 9 (RLIN) | 13893 |
| 245 ## - TITLE STATEMENT | |
| Title | SOFR futures and options |
| Remainder of title | : a practitioner's guide |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Wiley |
| Date of publication, distribution, etc. | 2022 |
| Place of publication, distribution, etc. | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 238p. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Wiley finance series |
| 9 (RLIN) | 9389 |
| 500 ## - GENERAL NOTE | |
| General note | Table of Contents: Introduction Section One : Concepts Chapter 1:SOFR Chapter 2:SOFR Futures Chapter 3:SOFR Lending Markets and the Term Rate Chapter 4:SOFR Spread Futures and the Basis Chapter 5:SOFR Future Options Chapter 6:Pricing Biases and SOFR Curve Building Section Two: Use Cases Chapter 7:Simple Examples of Hedging with SOFR Futures Chapter 8:Hedging the CME Term SOFR Rate Chapter 9:Hedging Swaps and Bonds with SOFR Futures Chapter 10:Hedging Caps and Floors with SOFR Futures Options |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In this book, the author discuss a number of more advancd issues surrounding the complex, such as pricing differences between one month and three month futures contracts, building a SOFR yield curve from futures prices, hedging the CME Term Rate, and the challeges of hedging SOFR loan products using options on one-month and three-month contracts. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finances |
| 9 (RLIN) | 14581 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Schaller, Christian |
| 9 (RLIN) | 14582 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Non-fiction | Jammu | Jammu | General Stacks | 22/01/2024 | Segment Book Distributors | 2681.91 | 332.6323 HUG | IIMJ-7916 | 22/01/2024 | 4325.67 | 22/01/2024 | Book |