Books written by Christian Schaller
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Fixed Income Relative Value Analysis, + Website: A Practitioners Guide to the Theory, Tools, and Trades
The book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis. An in-depth approach to understanding swap spreads in theory and in practice.
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Fixed Income Relative Value Analysis, + Website: A Practitioners Guide to the Theory, Tools, and Trades
The book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis. An in-depth approach to understanding swap spreads in theory and in practice.
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SOFR Futures and Options
Trim Size: 6in x 9in SOFR Future Options TABLE 5.2 Simulated average payoff of a call on the Mar 2022 SR3 future with a strike at 100 (annualized, bp) Probability of a 25 bp hike Source: Authors 0% 20% 40% 60% 80% 100% Huggins888949 ...
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Zur Qualität der britischen und österreichischen Demokratie: empirische Befunde und Anregungen für Demokratiereform
Die ab 1979 im UK registrierten Bedrohungen burgerlicher Rechte und Freiheiten bzw.
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SOFR Futures and Options
SOFR Futures and Options is the practical guide through the maze of the transition from LIBOR.