{"product_id":"sofr-futures-and-options-9781119888949","title":"Sofr Futures and Options","description":"\u003cp\u003e\u003ci\u003eSOFR Futures and Options\u003c\/i\u003e 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: \u003c\/p\u003e\u003cul\u003e \u003cli\u003eThe repo market and the construction of SOFR\u003c\/li\u003e \u003cli\u003eSOFR-based lending markets and the term rate\u003c\/li\u003e \u003cli\u003eThe secured-unsecured basis\u003c\/li\u003e \u003cli\u003eSOFR futures and options and their spread contracts\u003c\/li\u003e \u003cli\u003eMargin and convexity\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eApplying 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. \u003c\/p\u003e\u003cp\u003eThe gold standard resource for professionals working at financial institutions, \u003ci\u003eSOFR Futures and Options\u003c\/i\u003e also belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eDOUG HUGGINS, PHD, \u003c\/b\u003e has over thirty-two years of experience working in the fixed income markets. He has worked as a European fixed income relative value researcher at Deutsche Bank, as well as a Global Head of Fixed Income Relative Value Research and Global Head of Hedge Fund Sales at ABN AMRO, and founded a proprietary trading desk at ABN. \u003c\/p\u003e\u003cp\u003e\u003cb\u003eCHRISTIAN SCHALLER, PHD, \u003c\/b\u003e was Global Head of Leveraged Investment Strategy at ABN AMRO and is now an independent consultant and trainer for financial institutions. He co-founded, with Doug Huggins, QMA Analytics, a London-based firm providing analytic software for financial market participants.\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":50388243775762,"sku":"9781119888949","price":35.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0831\/4771\/8930\/files\/img_f15e86af-2627-4f5b-992d-0ed7535258c4.jpg?v=1728895080","url":"https:\/\/surprise-castle.myshopify.com\/products\/sofr-futures-and-options-9781119888949","provider":"Surprise Castle","version":"1.0","type":"link"}