Stir Futures: Trading Euribor and Eurodollar Futures

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9780857192196: Stir Futures: Trading Euribor and Eurodollar Futures

Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. "STIR Futures" is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices. This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures. Plus updated case studies and examples throughout and an even better explanation of the basics. This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the author provides a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market.

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1.

Stephen Aikin
Editore: Harriman House Publishing
ISBN 10: 0857192191 ISBN 13: 9780857192196
Nuovi Paperback Quantità: 4
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THE SAINT BOOKSTORE
(Southport, Regno Unito)
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Descrizione libro Harriman House Publishing. Paperback. Condizione libro: new. BRAND NEW, STIR Futures: Trading Euribor and Eurodollar Futures (2nd Revised edition), Stephen Aikin, Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. "STIR Futures" is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices. This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures. Plus updated case studies and examples throughout and an even better explanation of the basics. This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the author provides a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market. Codice libro della libreria B9780857192196

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Stephen Aikin
Editore: Harriman House Ltd 2012-10-21 (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
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Descrizione libro Harriman House Ltd 2012-10-21, 2012. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-GRD-04916521

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Stephen Aikin
Editore: Harriman House Publishing, United Kingdom (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
Nuovi Paperback Quantità: 10
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The Book Depository
(London, Regno Unito)
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Descrizione libro Harriman House Publishing, United Kingdom, 2012. Paperback. Condizione libro: New. 2nd Revised edition. 231 x 155 mm. Language: English . Brand New Book. Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. STIR Futures is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices.This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures.Plus updated case studies and examples throughout and an even better explanation of the basics. This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the author provides a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market. Codice libro della libreria AA79780857192196

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4.

Stephen Aikin
Editore: Harriman House Publishing, United Kingdom (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
Nuovi Paperback Quantità: 10
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Harriman House Publishing, United Kingdom, 2012. Paperback. Condizione libro: New. 2nd Revised edition. 231 x 155 mm. Language: English . Brand New Book. Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. STIR Futures is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices.This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures.Plus updated case studies and examples throughout and an even better explanation of the basics. This book offers a unique look at a significant but often overlooked financial instrument. By focusing exclusively on this market, the author provides a comprehensive guide to trading STIR futures. He covers key points such as how STIR futures are priced, the need to understand what is driving the markets and causing the price action, and provides in-depth detail and trading examples of the intra-contract spread and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market. Codice libro della libreria AA79780857192196

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ISBN 10: 0857192191 ISBN 13: 9780857192196
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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97808571921960000000

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Aikin, Stephen
Editore: Harriman House (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
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Descrizione libro Harriman House, 2012. Condizione libro: New. 2012. Second Edition. Paperback. 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. Num Pages: 280 pages, black & white illustrations. BIC Classification: KFFM. Category: (G) General (US: Trade). Dimension: 234 x 158 x 15. Weight in Grams: 420. . . . . . . Codice libro della libreria V9780857192196

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Stephen Aikin
Editore: Harriman House Publishing 2012-10-25, Petersfield (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
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Blackwell's
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Descrizione libro Harriman House Publishing 2012-10-25, Petersfield, 2012. paperback. Condizione libro: New. Codice libro della libreria 9780857192196

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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0857192191. Codice libro della libreria ST0857192191

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Aikin, Stephen
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ISBN 10: 0857192191 ISBN 13: 9780857192196
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Kennys Bookstore
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Descrizione libro Harriman House. Condizione libro: New. 2012. Second Edition. Paperback. 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. Num Pages: 280 pages, black & white illustrations. BIC Classification: KFFM. Category: (G) General (US: Trade). Dimension: 234 x 158 x 15. Weight in Grams: 420. . . . . . Books ship from the US and Ireland. Codice libro della libreria V9780857192196

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Stephen Aikin
Editore: Harriman House Publishing (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
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Descrizione libro Harriman House Publishing, 2012. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FV-9780857192196

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