The Eurodollar Futures and Options Handbook

The Eurodollar Futures and Options Handbook
Author :
Publisher : McGraw Hill Professional
Total Pages : 513
Release :
ISBN-10 : 9780071707695
ISBN-13 : 0071707697
Rating : 4/5 (697 Downloads)

Book Synopsis The Eurodollar Futures and Options Handbook by : Galen Burghardt

Download or read book The Eurodollar Futures and Options Handbook written by Galen Burghardt and published by McGraw Hill Professional. This book was released on 2003-07-14 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 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.


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In this note we give pricing formulas for different instruments linked to rate futures (euro-dollar futures). We provide the future price including the convexit