SOFR Futures and Options A Practitioner's Guide |
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| Author:
| Huggins, Doug
Schaller, Christian |
| Narrated by:
| Klineman, Kent |
| Foreword by:
| Burghardt, Galen |
| ISBN: | 978-1-6637-2416-8 |
| Publication Date: | Sep 2022 |
| Publisher: | Ascent Audio
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| Book Format: | Downloadable audio file |
| List Price: | USD $19.99 |
Book Description:
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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 second section offers detailed worked-through examples of hedging loans, swaps, bonds, and floors with SOFR futures and options.
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 second section offers detailed worked-through examples of hedging loans, swaps, bonds, and floors with SOFR futures and options.