- Home
- Business & Economics
- Investments & Securities
- SOFR Futures and Options
SOFR Futures and Options
List Price:
$49.95
- Availability: Confirm prior to ordering
- Branding: minimum 50 pieces (add’l costs below)
- Check Freight Rates (branded products only)
Branding Options (v), Availability & Lead Times
- 1-Color Imprint: $2.00 ea.
- Promo-Page Insert: $2.50 ea. (full-color printed, single-sided page)
- Belly-Band Wrap: $2.50 ea. (full-color printed)
- Set-Up Charge: $45 per decoration
- Availability: Product availability changes daily, so please confirm your quantity is available prior to placing an order.
- Branded Products: allow 10 business days from proof approval for production. Branding options may be limited or unavailable based on product design or cover artwork.
- Unbranded Products: allow 3-5 business days for shipping. All Unbranded items receive FREE ground shipping in the US. Inquire for international shipping.
- RETURNS/CANCELLATIONS: All orders, branded or unbranded, are NON-CANCELLABLE and NON-RETURNABLE once a purchase order has been received.
Product Details
Author:
Doug Huggins, Christian Schaller, Galen Burghardt
Format:
Hardcover
Publisher:
Wiley (September 14, 2022)
Language:
English
Audience:
General/trade
ISBN-13:
9781119888949
File:
Wiley-wileyUS_2_1_20260615-20260615.xml
Folder:
Wiley
List Price:
$49.95
As low as:
$47.45
Publisher Identifier:
P-WIL
Discount Code:
D
Series:
Wiley Finance
Pages:
256
Weight:
20oz
Dimensions:
6" x 9.1" x 0.8"
Case Pack:
24
Pub Discount:
50
Imprint:
Wiley
Country of Origin:
United States
Overview
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 repo market and the construction of SOFR
- SOFR-based lending markets and the term rate
- The secured-unsecured basis
- SOFR futures and options and their spread contracts
- Margin and convexity
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 Options also belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.
