SOFR 冊

honestiores
2024.09.14조회수 3회

honestiores
구독자 4명구독중 10명
統計的分析家


For a deeper dive into SOFR futures, options, and related advanced financial products, here are several expert-level books that could be useful:
This book provides a solid foundation in interest rate products, including SOFR futures and options. It covers the mechanics of interest rate derivatives, how these products are used in practice, and recent trends in benchmark transitions, including the shift from LIBOR to SOFR.
Hull is a leading authority in derivatives, and while his classic works focus on derivatives broadly, this specific title ...