{"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\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/14\/2022\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9781119888949\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 240\u003c\/p\u003e","brand":"Christian Schaller, Doug Huggins","offers":[{"title":"Default Title","offer_id":42342712934581,"sku":"9781119888949","price":42.46,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0473\/0804\/6492\/products\/img_3546b86e-0ed3-49f6-b575-60873dc53cee.jpg?v=1661262937","url":"https:\/\/pastforward.org\/products\/sofr-futures-and-options-9781119888949","provider":"Past Forward","version":"1.0","type":"link"}