{"product_id":"9781119888949","title":"SOFR Futures and Options","description":"\u003ch3\u003eWiley Finance\u003c\/h3\u003e\u003ch1\u003eSOFR Futures and Options\u003c\/h1\u003e\u003ch3\u003eDoug Huggins | Christian Schaller | Galen Burghardt\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Investments \u0026amp; Securities \/ Futures\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\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\n\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\n\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\n\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.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cp\u003e\u003cb\u003eDOUG HUGGINS, P\u003csmall\u003eH\u003c\/small\u003eD,\u003c\/b\u003e has over thirty-two years of experience working in the fixed income markets. He has worked as a European fixed income relative value researcher at Deutsche Bank, as well as a Global Head of Fixed Income Relative Value Research and Global Head of Hedge Fund Sales at ABN AMRO, and founded a proprietary trading desk at ABN.  \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eCHRISTIAN SCHALLER, P\u003csmall\u003eH\u003c\/small\u003eD,\u003c\/b\u003e was Global Head of Leveraged Investment Strategy at ABN AMRO and is now an independent consultant and trainer for financial institutions. He co-founded, with Doug Huggins, QMA Analytics, a London-based firm providing analytic software for financial market participants. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e14 September 2022\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781119888949\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e256\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e20.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44379064402060,"sku":"9781119888949","price":44.96,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781119888949_599705f7-5739-49bc-8af9-92691eb72c35.jpg?v=1780196828","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781119888949","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}