SOFR Futures and Options

ebook Wiley Finance

By Doug Huggins

cover image of SOFR Futures and Options

Sign up to save your library

With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Find out more about OverDrive accounts.

   Not today

Find this title in Libby, the library reading app by OverDrive.

Download Libby on the App Store Download Libby on Google Play

Search for a digital library with this title

Title found at these libraries:

Library Name Distance
Loading...

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