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