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Start giftingSOFR Futures and Options
This audiobook uses AI narration.
We’re taking steps to make sure AI narration is transparent.
Learn moreSOFR 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; and 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.
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.
Doug Huggins 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.
Christian Schaller was Global Head of Leveraged Investment Strategy at ABN AMRO and is now an independent consultant and trainer for financial institutions. With Doug Huggins, he cofounded QMA Analytics, a London-based firm providing analytic software for financial market participants.
Kent Klineman is a voice actor and narrator based in Los Angeles. Kent has won a Tony Award, and recently guest starred for the second time on FX's hit show Better Things. He voices a wide variety of characters, and narrates for film, TV, radio, and audiobooks. He is fluent in Spanish, and was represented by Paradigm in New York for Spanish voice-over. Kent has acted all over the US in regional theater, and on Broadway. He is also a playwright and director. His plays have been performed at Circle Rep, Theatre for the New City, and the Road Theatre in LA. Kent's original rock band Blind Pony has played at many of LA's best venues, including The Viper Room, The Mint, and the Echo. He is an active member of the Don La Fontaine VO Lab.
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