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SOFR Futures and Options
A Practitioner's Guide
By: Doug Huggins, Christian Schaller, Galen Burghardt - foreword
Narrated by: Kent Klineman
Length: 9 hrs and 49 mins

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SOFR Futures and Options

Name: SOFR Futures and Options
Brand: Ascent Audio
SKU: BK_GDAN_005004UK
Availability: InStock

By: Doug Huggins, Christian Schaller, Galen Burghardt - foreword

Narrated by: Kent Klineman

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Summary

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.