Interest Rate Benchmark Transition: Navigating SOFR, SONIA, STR, SARON, and Post-LIBOR Markets

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Interest Rate Benchmark Transition: Navigating SOFR, SONIA, STR, SARON, and Post-LIBOR Markets

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Interest Rate Benchmark Transition: Navigating SOFR, SONIA, STR, SARON, and Post-LIBOR Markets

Specifiche del prodotto

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  • 9798188408459

NobleTrex Press

SOFR Derivatives Strategy: Trading and Hedging in the Post-LIBOR Rate Market

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Interest Rate Derivatives Explained: Products and Markets (1)

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Princeton University Press

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond (English Edition)

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Palgrave Macmillan

Discounting, LIBOR, CVA and Funding: Interest Rate Credit Pricing (Applied Quantitative Finance) (English Edition)

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