The Eurodollar Futures and Options Handbook

 
9780071418553: The Eurodollar Futures and Options Handbook

Book by Burghardt Galen

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Quatrième de couverture :

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--What they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curve
  • Eurodollar options -- Structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options

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:

  • The Eurodollar Market--Growth, expansion, and consolidation of the interest rate markets * Key money market developments * The birth of Eurodollar futures * Exchange-traded money market futures and OTC interest rate swaps
  • Eurodollar Futures--The Eurodollar futures contract * Forward and futures interest rates * Hedging with Eurodollar futures * Pricing and hedging swaps * The convexity bias, with new convexity bias series * Measuring and trading term TED spreads * Hedging and trading with stacks, packs, and bundles * Hedging extension risk in callable agency notes * The S&P 500 calendar roll * Trading the turn
  • Eurodollar Options--The Eurodollar option contract * Price, volatility, and risk parameter conventions * Caps, floors, and Eurodollar options * Structure and patterns of Eurodollar rate volatility * Trading with serial and mid-curve Eurodollar options * Relative versus basis point volatility, including volatility cones * Hedging convexity bias

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.

Biographie de l'auteur :

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

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1.

Galen Burghardt
Edité par McGraw-Hill Education - Europe, United States (2003)
ISBN 10 : 0071418555 ISBN 13 : 9780071418553
Neuf(s) Couverture rigide Quantité : 1
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The Book Depository
(London, Royaume-Uni)
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Description du livre McGraw-Hill Education - Europe, United States, 2003. Hardback. État : New. 226 x 156 mm. Language: English . Brand New Book. This is 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 - What they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curve; Eurodollar options - structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options.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: the Eurodollar market - growth, expansion, and consolidation of the interest rate markets; key money market developments; the birth of Eurodollar futures; exchange-traded money market futures and OTC interest rate swaps; Eurodollar futures - the Eurodollar futures contract; forward and futures interest rates; and hedging with Eurodollar futures; pricing and hedging swaps.It includes: the convexity bias, with new convexity bias series; measuring and trading term TED spreads; hedging and trading with stacks, packs, and bundles; hedging extension risk in callable agency notes; the SP 500 calendar roll; trading the turn Eurodollar Options - the Eurodollar option contract; price, volatility, and risk parameter conventions; caps, floors, and Eurodollar options; structure and patterns of Eurodollar rate volatility; trading with serial and mid-curve Eurodollar options; relative versus basis point volatility, including volatility cones; and hedging convexity bias.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. N° de réf. du libraire AA39780071418553

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Burghardt, Galen
Edité par McGraw-Hill Education - Europe (2003)
ISBN 10 : 0071418555 ISBN 13 : 9780071418553
Neuf(s) Couverture rigide Edition originale Quantité : 7
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Description du livre McGraw-Hill Education - Europe, 2003. État : New. Over the years, futures and options traders have relied on "Eurodollar Futures and Options" for market analysis coupled with results-oriented trading and hedging strategies. This work takes over where that book left off and includes the advances in understanding how Eurodollar futures and options work and how traders and hedgers should use them. Series: McGraw-Hill Library of Investment & Finance. Num Pages: 350 pages, 70 illustrations. BIC Classification: KFFM1. Category: (P) Professional & Vocational. Dimension: 234 x 162 x 32. Weight in Grams: 818. . 2003. 1st Edition. Hardcover. . . . . . N° de réf. du libraire V9780071418553

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Galen Burghardt
Edité par McGraw-Hill Education - Europe 2003-07-01 (2003)
ISBN 10 : 0071418555 ISBN 13 : 9780071418553
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Description du livre McGraw-Hill Education - Europe 2003-07-01, 2003. hardback. État : New. N° de réf. du libraire 9780071418553

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Galen Burghardt
Edité par McGraw-Hill Education - Europe, United States (2003)
ISBN 10 : 0071418555 ISBN 13 : 9780071418553
Neuf(s) Couverture rigide Quantité : 1
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The Book Depository US
(London, Royaume-Uni)
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Description du livre McGraw-Hill Education - Europe, United States, 2003. Hardback. État : New. 226 x 156 mm. Language: English . Brand New Book. This is 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 - What they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curve; Eurodollar options - structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options.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: the Eurodollar market - growth, expansion, and consolidation of the interest rate markets; key money market developments; the birth of Eurodollar futures; exchange-traded money market futures and OTC interest rate swaps; Eurodollar futures - the Eurodollar futures contract; forward and futures interest rates; and hedging with Eurodollar futures; pricing and hedging swaps.It includes: the convexity bias, with new convexity bias series; measuring and trading term TED spreads; hedging and trading with stacks, packs, and bundles; hedging extension risk in callable agency notes; the SP 500 calendar roll; trading the turn Eurodollar Options - the Eurodollar option contract; price, volatility, and risk parameter conventions; caps, floors, and Eurodollar options; structure and patterns of Eurodollar rate volatility; trading with serial and mid-curve Eurodollar options; relative versus basis point volatility, including volatility cones; and hedging convexity bias.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. N° de réf. du libraire AA39780071418553

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ISBN 10 : 0071418555 ISBN 13 : 9780071418553
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Description du livre McGraw-Hill Education - Europe. État : New. Over the years, futures and options traders have relied on "Eurodollar Futures and Options" for market analysis coupled with results-oriented trading and hedging strategies. This work takes over where that book left off and includes the advances in understanding how Eurodollar futures and options work and how traders and hedgers should use them. Series: McGraw-Hill Library of Investment & Finance. Num Pages: 350 pages, 70 illustrations. BIC Classification: KFFM1. Category: (P) Professional & Vocational. Dimension: 234 x 162 x 32. Weight in Grams: 818. . 2003. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. N° de réf. du libraire V9780071418553

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Galen Burghardt
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Description du livre 2003. Hardcover. État : New. 1st. 153mm x 40mm x 240mm. Hardcover. Eurodollar trading volume is exploding, with no end in sight tools phenomenal growth. "The Eurodollar Futures and Options Handbook "provides traders and investors with the comple.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 350 pages. 0.835. N° de réf. du libraire 9780071418553

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Description du livre Hardback. État : New. Not Signed; This is 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 i. book. N° de réf. du libraire ria9780071418553_rkm

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Description du livre McGraw-Hill Education, 2003. HRD. État : New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. N° de réf. du libraire GB-9780071418553

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