{"product_id":"9781119888949-sofr-futures-and-options","title":"SOFR Futures and Options","description":"\u003cmeta content=\"text\/html; charset=utf-8\" http-equiv=\"Content-Type\"\u003e\u003cp\u003e\u003cspan\u003e\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\n\u003cli\u003eThe repo market and the construction of SOFR\u003c\/li\u003e\n\u003cli\u003eSOFR-based lending markets and the term rate\u003c\/li\u003e\n\u003cli\u003eThe secured-unsecured basis\u003c\/li\u003e\n\u003cli\u003eSOFR futures and options and their spread contracts\u003c\/li\u003e\n\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\u003cbr\u003e\u003cbr\u003e\u003c\/span\u003e\u003c\/p\u003e","brand":"Rarewaves","offers":[{"title":"Default Title","offer_id":56450660401526,"sku":"9781119888949","price":29.24,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0092\/7504\/8033\/files\/orig_28341968.jpg?v=1760453737","url":"https:\/\/www.rarewaves.com\/products\/9781119888949-sofr-futures-and-options","provider":"Rarewaves.com","version":"1.0","type":"link"}