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    SOFR Futures and Options: A Practitioner's Guide
    SOFR Futures and Options: A Practitioner's Guide
    SOFR Futures and Options: A Practitioner's Guide
    Audiobook9 hours

    SOFR Futures and Options: A Practitioner's Guide

    Written by Doug Huggins, Christian Schaller and Galen Burghardt

    Narrated by Kent Klineman

    ()

    About this audiobook

    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 SOFR; SOFR-based lending markets and the term rate; the secured-unsecured basis; SOFR futures and options and their spread contracts; and margin and convexity. Applying these insights, the second section offers detailed worked-through examples of hedging loans, swaps, bonds, and floors with SOFR futures and options.

    The gold standard resource for professionals working at financial institutions, SOFR Futures and Options also belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.
    LanguageEnglish
    PublisherAscent Audio
    Release dateSep 27, 2022
    ISBN9781663724168
    SOFR Futures and Options: A Practitioner's Guide

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