Huggins, Doug <br/><br/>
SOFR futures and options  : a practitioner's guide 

 - New Jersey  Wiley  2022 
 - 238p. 
 - Wiley finance series .
<br/><br/> Table of Contents:  Introduction   Section One : Concepts  Chapter 1:SOFR  Chapter 2:SOFR Futures  Chapter 3:SOFR Lending Markets and the Term Rate  Chapter 4:SOFR Spread Futures and the Basis  Chapter 5:SOFR Future Options  Chapter 6:Pricing Biases and SOFR Curve Building   Section Two: Use Cases  Chapter 7:Simple Examples of Hedging with SOFR Futures  Chapter 8:Hedging the CME Term SOFR Rate  Chapter 9:Hedging Swaps and Bonds with SOFR Futures  Chapter 10:Hedging Caps and Floors with SOFR Futures Options 
<br/><br/> In this book, the author discuss a number of more advancd issues surrounding the complex, such as pricing differences between one month  and three month futures contracts, building a SOFR yield curve  from futures prices, hedging the CME Term Rate, and the challeges of hedging SOFR loan products using options on one-month and three-month contracts. 
<br/><br/><label>ISBN: </label>9781119888949 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finances
<br/><br/><label>Dewey Class. No.: </label>332.6323  / HUG