The Eurodollar Futures and Options Handbook,9780071418553

The Eurodollar Futures and Options Handbook

by
Edition: 1st
ISBN13: 9780071418553
ISBN10: 0071418555
Format: Hardcover
Pub. Date: 2003-07-14
Publisher(s): McGraw Hill
  • Free Shipping Icon

    Free Shipping On Orders Over $35

    Your order must be $35 or more to qualify for free economy shipping. Marketplace items, eBooks and apparel do not qualify towards the $35 purchase minimum.

  • eCampus.com Device Compatibility Matrix

    Click the device icon to install or view instructions

    Apple iOS | iPad, iPhone, iPod
    Apple iOS | iPad, iPhone, iPod
    Android Devices | Android Tables & Phones OS 2.2 or higher | *Kindle Fire
    Android Devices | Android Tables & Phones OS 2.2 or higher | *Kindle Fire
    Windows 10 / 8 / 7 / Vista / XP
    Windows 10 / 8 / 7 / Vista / XP
    Mac OS X | **iMac / Macbook
    Mac OS X | **iMac / Macbook
    Enjoy offline reading with these devices
    Apple Devices
    Android Devices
    Windows Devices
    Mac Devices
    iPad, iPhone, iPod
    Our reader is compatible
     
     
     
    Android 2.2 +
     
    Our reader is compatible
     
     
    Kindle Fire
     
    Our reader is compatible
     
     
    Windows
    10 / 8 / 7 / Vista / XP
     
     
    Our reader is compatible
     
    Mac
     
     
     
    Our reader is compatible
List Price: $103.00

Buy New

Special Order. We will make every effort to obtain this item but cannot guarantee stock or timing.
$102.90
Add to Cart

Rent Book

Select for Price
Add to Cart
There was a problem. Please try again later.

Rent Digital

Rent Digital Options
Online:1825 Days access
Downloadable:Lifetime Access
$115.88
*To support the delivery of the digital material to you, a digital delivery fee of $3.99 will be charged on each digital item.
$115.88*
Add to Cart

Used Book

We're Sorry
Sold Out

Buy from our Marketplace starting at $8.45

How Marketplace Works:

  • This item is offered by an independent seller and not shipped from our warehouse
  • Item details like edition and cover design may differ from our description; see seller's comments before ordering.
  • Sellers much confirm and ship within two business days; otherwise, the order will be cancelled and refunded.
  • Marketplace purchases cannot be returned to eCampus.com. Contact the seller directly for inquiries; if no response within two days, contact customer service.
  • Additional shipping costs apply to Marketplace purchases. Review shipping costs at checkout.

Summary

Eurodollar trading volume is exploding, with no end in sight tools phenomenal growth.The Eurodollar Futures and Options Handbookprovides traders and investors with the complete range of current research on Eurodollar futures and options, now the most widely traded money market contracts in the world. The only current book on this widely-followed topic, it features chapters written by Eurodollar experts from JP Morgan, Mellon Capital, Merrill Lynch, and other global trading giants, and will quickly become a required reference for all Eurodollar F&O traders and investors.

Author Biography

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.

Table of Contents

List of Exhibits
List of Examples
List of Equations
List of Contributors
Foreword
The Emergence of the Eurodollar Market
The Emergence of the Eurodollar Marketp. 3
Building Blocks: Eurodollar Futures
The Eurodollar Time Depositp. 23
The Eurodollar Futures Contractp. 29
Forward and Futures Interest Ratesp. 43
Hedging with Eurodollar Futuresp. 69
Pricing and Hedging a Swap with Eurodollar Futuresp. 95
Eurodollar Futures Applications
The Convexity Bias in Eurodollar Futuresp. 135
Convexity Bias Report Cardp. 179
New Convexity Bias Seriesp. 185
Convexity Bias: An Updatep. 189
Measuring and Trading Term TED Spreadsp. 195
TED Spreads: An Updatep. 243
Hedging and Trading with Eurodollar Stacks, Packs, and Bundlesp. 249
Hedging Extension and Compression Risk in Callable Agency Notesp. 281
Opportunities in the S&P 500 Calendar Rollp. 311
Trading the Turn: 1993p. 323
The Turn: An Updatep. 343
Building Blocks: Eurodollar Options
The Eurodollar Option Contractp. 351
Price, Volatility, ad Risk Parameter Conventionsp. 363
Caps, Floors, and Eurodollar Optionsp. 375
Structure and Patterns of Eurodollar Rate Volatilityp. 381
Practical Considerationsp. 399
Eurodollar Option Applications
Trading with Serial and Mid-curve Eurodollar Optionsp. 405
Serial and Mid-curve Options: An Updatep. 427
What Happens to Eurodollar Volatility When Rates Fall?p. 429
Eurodollar Volatility: An Updatep. 437
Hedging Convexity Biasp. 441
Glossaryp. 453
Indexp. 463
Table of Contents provided by Blackwell. All Rights Reserved.

An electronic version of this book is available through VitalSource.

This book is viewable on PC, Mac, iPhone, iPad, iPod Touch, and most smartphones.

By purchasing, you will be able to view this book online, as well as download it, for the chosen number of days.

Digital License

You are licensing a digital product for a set duration. Durations are set forth in the product description, with "Lifetime" typically meaning five (5) years of online access and permanent download to a supported device. All licenses are non-transferable.

More details can be found here.

A downloadable version of this book is available through the eCampus Reader or compatible Adobe readers.

Applications are available on iOS, Android, PC, Mac, and Windows Mobile platforms.

Please view the compatibility matrix prior to purchase.