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SOFR Futures and Options
A Practitioner's Guide
Author: Doug Huggins, Christian Schaller
Narrator: Kent Klineman, Galen Burghardt
Unabridged: 9 hr 49 min
Format: Digital Audiobook Download
Publisher: Ascent Audio
Published: 09/27/2022
Synopsis
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.