Today's Most Up-to-Date and Comprehensive Resource for Eurodollar Futures Traders, Hedgers, and Researchers
Eurodollar futures, and put and call options traded on those futures, revolutionized the world of banking and finance and are now among the most widely traded money market contracts in the world. The Eurodollar Futures and Options Handbook explores the complete range of current research and trading practice on these uniquely flexible trading vehicles, and tells you everything you need to know to increase your profits--and, more important, control your losses--when navigating this complex market.
Featuring contributions from leading Eurodollar experts, including the author's seminal articles on Eurodollar convexity bias and measuring and trading term TED spreads, this long-awaited book explains:
Eurodollar futures and options trading has grown exponentially, with no end in sight to its phenomenal growth. Let The Eurodollar Futures and Options Handbook arm you with the latest knowledge on these important trading vehicles, and provide you with the strategies and techniques you need to make the most of this liquid and lucrative market.
Today's Eurodollar market--the market for dollar denominated deposits outside of the United States--is perhaps the largest and most liquid of the world's short-term dollar markets and is becoming the new standard of value for fixed income markets. For over a decade, futures and options traders in this market have relied on Eurodollar Futures and Options (by Burghardt, Belton, Lane, Luce, and McVey) for accurate market analysis coupled with solid, results-oriented trading and hedging strategies. Markets have changed dramatically, however, and the need for a comprehensive new handbook has become obvious and acute.
The Eurodollar Futures and Options Handbook takes over where that book left off and incorporates all of the major advances in understanding how Eurodollar futures and options work and how traders and hedgers should use them. With contributions from Galen Burghardt, his colleagues, and collaborators, this hands-on volume focuses on every facet of this powerful market. It provides practitioners with practical, detailed discussions of:
Until now, most of the material in this book was available only in assorted and often hard to find research notes. Eurodollar futures and options traders had to seek out special courses or know someone who had access to these notes. The Eurodollar Futures and Options Handbook combines greatly improved basic tools and research applications with current research on Eurodollar futures and options, and saves you both time and money by giving you all of the important basic tools and applications in one comprehensive, accessible volume.
Galen Burghardt, Ph.D. is senior vice president and director of research for Carr Futures, adjunct professor of finance at the University of Chicago, and an accomplished author on investing.
Overall, great reference guide on interest rates.
The 'Bond Basis' was an excellent and thorough analysis, and 'The Eurodollar Futures and Options Handbook' follows the same trend.
This is a very practical book with detailed examples to help reader with the basic concept and Eurodollar Futures and Options.
In my job I trade these products every day and I still learned a lot quickly from this book. The authors are so clear and explain the subject matter so well that most readers will... Read morePublished on April 30, 2012 by JoshK
Great book with very detailed examples on the relationship between different fixed income instruments. Read morePublished on July 20, 2006 by J. Rozengauz
This is a very practical book with detailed examples to help reader with the basic concept and Eurodollar Futures and Options. Very useful for beginners in this field. Read morePublished on February 24, 2006 by S. Chen