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0 reviewsSOFR Futures and Optionsis 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:
Applying 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.
The gold standard resource for professionals working at financial institutions,SOFR Futures and Optionsalso belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.
