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.
~~tag-text~~
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 SOFR; SOFR-based lending markets and... SEE MORE