Any Good Post-LIBOR Rates Options/Swaps Reading Material?
Looking for anything on SOFR specifically. Even Hull books seem to be before libor was phased out.
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For a deep dive into the transition from LIBOR to SOFR and its implications on rates and swaps, here are some recommended readings and resources based on the WSO content:
Interest Rate Swaps and Other Derivatives by Howard Corb - While this book primarily covers the broader aspects of swaps and derivatives, it provides a solid foundation that can be helpful in understanding the nuances of newer benchmarks like SOFR. Although it was written before the LIBOR phase-out, the fundamental concepts remain relevant.
"The end of LIBOR" thread on Wall Street Oasis - This forum discussion from August 27, 2018, explores the early adoption challenges and considerations of SOFR in real estate loans. It provides real-world insights from finance professionals about transitioning from LIBOR to SOFR.
"Pick Your Poison | The Daily Peel | 10/6/21 | Wall Street Oasis" - This article discusses the significant shift from LIBOR to SOFR, emphasizing the importance of this change in the financial markets. It compares SOFR to LIBOR, highlighting SOFR's advantages as a more accurate reflection of market conditions due to its basis in actual transactions.
These resources should provide a comprehensive understanding of the transition from LIBOR to SOFR, especially in the context of rates and swaps.
Sources: Pick Your Poison | The Daily Peel | 10/6/21, S&T Literature/Books for Interns?, Q&A: Non-Target School to Portfolio Manager at a Top Hedge Fund – 6 Years Out of Undergrad, For love of the game, The end of LIBOR
Looking for such materials as well as I am starting FT on a related desk.
Have came across this book "Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps" not sure whether it's good since I have yet to purchase it but it is surely up-to-date.
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