{"product_id":"sofr-futures-and-options","title":"SOFR Futures and Options","description":"\u003cp\u003e\u003cb\u003eThe gold standard in guides to the new Secured Overnight Financing Rate index, sponsored by the CME Group \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eSOFR Futures and Options\u003c\/i\u003e is a practical and comprehensive discussion of the successor to the Eurodollar futures and options complex, the Secured Overnight Financing Rate index. The book walks finance practitioners and students through every nuanced and essential topic of importance in the area of SOFR futures and options.  \u003c\/p\u003e\u003cp\u003eAccompanied by interactive spreadsheets accessible on the web by purchasers of the book, \u003ci\u003eSOFR Futures and Options\u003c\/i\u003e guides readers through the transitional maze leading from LIBOR to SOFR. You’ll learn about 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, as well as margin and convexity.  \u003c\/p\u003e\u003cp\u003eYou’ll also find detailed, worked examples of hedging loans, bonds, swaps, and floors with SOFR futures and options.  \u003c\/p\u003e\u003cp\u003eAn indispensable roadmap to trading and understanding short-term interest rate futures under the new SOFR system, the book will earn a place in the libraries of finance students and practitioners at financial institutions everywhere.\u003c\/p\u003e","brand":"Galen Burghardt","offers":[{"title":"Default Title","offer_id":42850240659517,"sku":"9781119888949","price":74.66,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0597\/7689\/2989\/files\/9781119888949_900d7e8b-623d-4186-bc0a-c9da887cbaca.jpg?v=1767071167","url":"https:\/\/www.palmleaf.com.au\/products\/sofr-futures-and-options","provider":"Palmleaf","version":"1.0","type":"link"}