{"product_id":"sofr-futures-and-options-doug-huggins-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\u003eAuthor:\u003c\/b\u003e Doug Huggins, Christian Schaller\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1119888948\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781119888949\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/14\/2022\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 256\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.05lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.70h x 6.30w x 1.20d\u003c\/p\u003e","brand":"Doug Huggins","offers":[{"title":"Hardcover","offer_id":44067125395711,"sku":"9781119888949","price":49.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_7fae7115-9e60-4c89-b919-991ddc4a26b0.jpg?v=1685411344","url":"https:\/\/www.whiterainbookhouse.com\/products\/sofr-futures-and-options-doug-huggins-9781119888949","provider":"WR Book House","version":"1.0","type":"link"}