SOFR的問題，透過圖書和論文來找解法和答案更準確安心。 我們找到下列包括價格和評價等資訊懶人包

Fixed Income Securities: Tools for Today’’s Markets

為了解決SOFR的問題，作者 這樣論述：

Build or brush up on the foundation you need to be a sophisticated fixed income professional with this proven book Fixed Income Securities: Tools for Today’s Markets has been a valued resource for practitioners and students for over 25 years. Clearly written, and drawing on a myriad of real marke

t examples, it presents an overview of fixed income markets; explains the conceptual frameworks and quantitative tool kits used in the industry for pricing and hedging; and examines a wide range of fixed income instruments and markets, including: government bonds; interest rate swaps; repurchase agr

eements; interest rate futures; note and bond futures; bond options and swaptions; corporate bonds; credit default swaps; and mortgages and mortgage-backed securities. Appearing a decade after its predecessor, this long-awaited Fourth Edition is comprehensively revised with: An up-to-date overview,

including monetary policy with abundant reserves and the increasing electronification of market All new examples, applications, and case studies, including lessons from market upheavals through the pandemic New material on fixed income asset managementThe global transition from LIBOR to SOFR and oth

er rates

SOFR進入發燒排行的影片

基於SOFR期貨校估利率市場期間結構: Covid-19與非Covid-19時期之比較

為了解決SOFR的問題，作者張弘仕 這樣論述：

英國金融行為監管局(Financial Conduct Authority, FCA)在2017年宣布，2021年底後將不再要求報價銀行提供LIBOR報價。在美元市場部分，普遍被認為適合替代美元LIBOR之利率指標為SOFR。然而目前尚缺乏一套完整開發且經驗證有效的SOFR模型，加上LIBOR退場在即，短期內要開發出精準的SOFR模型相對困難。因此，本篇論文基於芝加哥商品交易所掛牌交易的 SOFR期貨，透過一般化方法快速建立短期市場SOFR期間結構，且此套方法在未來SOFR衍生性商品更加多元、成熟時，能夠輕易地將新的衍生性商品加入模型進行模型擴充。在本篇論文的研究中發現，該方法下所建構出來的

SOFR期限結構能夠與聯邦資金利率OIS有高度的貼近程度，且所估計出來的 SOFR期限結構及聯邦資金利率OIS之相對性質與SOFR及EFFR之相對性質一致。即便經過COVID-19以後市場發生結構性改變，該方法仍然保有其適用性。