Stir futures: trading euribor and eurodollar futures
Auteur :
Aikin, Stephen
Éditeur :
Harriman House Publishing
ISBN :
9780857192196
Date de publication :
29 oct. 2012
Dimensions :
23,4 x 15,6 x 1,5 cm
Poids :
399 g
Format :
Trade paperback (UK)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. This book includes: details on the effects of the financial crisis on STIR futures pricing and trading; an analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures.