Description

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
  • 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, supported by interactive spreadsheets accessible on the web.

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.

SOFR Futures and Options

Product form

£34.19

Includes FREE delivery
RRP: £37.99 You save £3.80 (10%)
Usually despatched within 5 days
Hardback by Doug Huggins , Christian Schaller

1 in stock

Short Description:

SOFR Futures and Options is the practical guide through the maze of the transition from LIBOR. In the first section,... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 15/09/2022
    ISBN13: 9781119888949, 978-1119888949
    ISBN10: 1119888948

    Number of Pages: 256

    Non Fiction , Business, Finance & Law

    Description

    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
    • 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, supported by interactive spreadsheets accessible on the web.

    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.

    Customer Reviews

    Be the first to write a review
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)

    Recently viewed products

    © 2025 Book Curl,

      • American Express
      • Apple Pay
      • Diners Club
      • Discover
      • Google Pay
      • Maestro
      • Mastercard
      • PayPal
      • Shop Pay
      • Union Pay
      • Visa

      Login

      Forgot your password?

      Don't have an account yet?
      Create account