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The Great LIBOR Exodus: Analytical Implications and SOFR Transition Challenges.

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Bibliographic Details
Title: The Great LIBOR Exodus: Analytical Implications and SOFR Transition Challenges.
Authors: Fabozzi, Frank J.1 ffabozz1@jhu.edu, Molyboga, Marat2 molyboga@efficient.com, Russo, Vincenzo3 russovincent@gmail.com
Source: Journal of Derivatives. Fall2024, Vol. 32 Issue 1, p64-80. 17p.
Database: Business Source Ultimate
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ISSN:10741240
DOI:10.3905/jod.2024.1.208