Huggins, Doug
SOFR Futures and Options (Wiley Finance)
- ISBN 13:
- 9781119888949
- author:
- Huggins, Doug
- format:
- Hardback
- publisher:
- John Wiley & Sons Inc
- language:
- English
- Publication Year:
- 2022
- Pages:
- 256
- Dimensions:
- 24.2 x 15 x 1.8 centimetres (0.6
- Genre:
- Business, Investments & Securities, Futures,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Mastering the transition from LIBOR to SOFR requires a deep understanding of the underlying concepts and their practical applications. This comprehensive guide provides an in-depth explanation of SOFR, including its construction, lending markets, term rates, and secured-unsecured basis.
With detailed worked-through examples and interactive spreadsheets, this book offers a hands-on approach to hedging loans, swaps, bonds, and floors with SOFR futures and options. It is an essential resource for professionals working in financial institutions, as well as students of finance and business preparing for the Chartered Financial Analyst exam.
SOFR Futures and Options is a practical guide that will help you navigate the complexities of this new market. With its clear explanations and detailed examples, it provides the insights and skills needed to succeed in the SOFR-based financial markets.
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