DOUG HUGGINS, PHD, has over thirty-two years of experience working in the fixed income markets. He has worked as a European fixed income relative value researcher at Deutsche Bank, as well as a Global Head of Fixed Income Relative Value Research and Global Head of Hedge Fund Sales at ABN AMRO, and founded a proprietary trading desk at ABN.
CHRISTIAN SCHALLER, PHD, was Global Head of Leveraged Investment Strategy at ABN AMRO and is now an independent consultant and trainer for financial institutions. He co-founded, with Doug Huggins, QMA Analytics, a London-based firm providing analytic software for financial market participants.

FOREWORD BY GALEN BURGHARDT
Introduction
SECTION 1: 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: Options
Chapter 6: Price Biases and SOFR Curve Building
SECTION 2: Use cases
Chapter 7: Basic hedges with SOFR futures
Chapter 8: Hedging the SOFR Term Rate
Chapter 9: Hedging swaps and bonds with SOFR futures
Chapter 10: Hedging caps and floors with SOFR future options
Bibliography