SOFR Futures and Options cover art

SOFR Futures and Options

A Practitioner's Guide

Preview

Free with 30-day trial
Prime logo New to Audible Prime Member exclusive:
2 credits with free trial
1 credit a month to use on any title to download and keep
Listen to anything from the Plus Catalogue—thousands of Audible Originals, podcasts and audiobooks
Download titles to your library and listen offline
₹199 per month after 30-day trial. Cancel anytime.

SOFR Futures and Options

Written by: Doug Huggins, Christian Schaller, Galen Burghardt - foreword
Narrated by: Kent Klineman
Free with 30-day trial

₹199 per month after 30-day trial. Cancel anytime.

Buy Now for ₹586.00

Buy Now for ₹586.00

Confirm Purchase
Pay using card ending in
By confirming your purchase, you agree to Audible's Conditions of Use and Amazon's Privacy Notice.
Cancel

About this listen

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; and 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.

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.

©2022 Doug Huggins and Christian Schaller (P)2022 Ascent Audio
Investing & Trading

What listeners say about SOFR Futures and Options

Average Customer Ratings

Reviews - Please select the tabs below to change the source of reviews.