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. 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.

• | Author: Stephen Aikin
• | Publisher: Harriman House Publishing
• | Publication Date: Oct 29, 2012
• | Number of Pages:
• | Language:
• | Binding: Paperback / softback
• | ISBN-13: 9780857192196
• | ISBN-10: 0857192191