PDF/READ SOFR Futures and Options: A Practitioner's Guide (Wiley Finance)
Ebook SOFR Futures and Options: A Practitioner's Guide (Wiley Finance)
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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 SOFRSOFR-based lending markets and the term rateThe secured-unsecured basisSOFR futures and options and their spread contractsMargin