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.

Download or read book The Information Content of Interest Rate Futures Options written by Des McManus and published by . This book was released on 1999 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the evolution of market sentiment over the possible future values of eurodollar rates.

Download or read book Eurodollar Futures and Options written by Galen Burghardt and published by Irwin Professional Publishing. This book was released on 1991 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Pricing Eurodollar Futures Options in a One Factor Black Derman Toy Term Structure Model written by Stephane Girod and published by . This book was released on 1994 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Options on Eurodollar Futures written by and published by . This book was released on 1985 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Options and Futures A Tutorial written by Roger G. Clarke and published by Wiley. This book was released on 2000-11-09 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: The growth of the options and futures markets for financial assets has made available important tools to the professional investor. Derivative securities allow the investor to alter the risk-return characteristics of an investment in many different ways. This tutorial introduces the important characteristics of options and futures so that they can be used intelligently.

Download or read book Eurodollar Futures Options written by London International Financial Futures Exchange and published by . This book was released on 1985 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book STIR Futures written by Stephen Aikin and published by Harriman House Limited. This book was released on 2012-11-16 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Short term interest rate futures (STIR futures) are one of the largest financial markets in the world. The two main contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion dollars and euros of US and European interest rates each day. STIR futures are also unique because their structure encourages spread and strategy trading, offering a risk reward profile incomparable to other financial markets. STIR futures are traded on a completely electronic market place that provides a level playing field, meaning that the individual can compete on exactly the same terms as banks and institutions. The sheer number of trading permutations allows traders to find their own niche. 'STIR Futures' is a handbook to the STIR futures markets, clearly explaining what they are, how they can be traded, and where the profit opportunities are. The book has been written for aspiring traders and also for experienced traders looking for new markets. 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 market and cross-market trading opportunities of trading STIR futures against other financial products. An essential read for anyone involved in this market.

Download or read book An Efficiency Test of the Eurodollar Futures Option Market written by Timothy James Bloemhof and published by . This book was released on 1990 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Eurodollar Interest Rate Futures and Options written by and published by . This book was released on 1988* with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Eurodollar Forwards Swaps Futures and Options written by Gunter Dufey and published by . This book was released on 1986 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Pricing Eurodollar Futures Options Using the Bdt Term Structure Model written by Turan G. Bali and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper focuses on pricing Eurodollar futures options using the single-factor Black, Derman, and Toy (1990) term structure model with particular emphasis on yield curve smoothing. Of the various approaches, the maximum smoothness forward rate approach developed by Adams and van Deventer (1994), cubic yield spline and linear interpolation are used to produce finely spaced binomial trees. We compare the pricing accuracy associated with the use of yield curve smoothing techniques within the BDT framework. The findings provide the first supporting evidence that using a forward rate curve with maximum smoothness together with a time-varying volatility structure improves best theperformance of the BDT model. The empirical results are found to be robust across factors affecting the option price such as time-to-expiration, moneyness, and trading volume.

Download or read book Eurodollar Futures and Options written by Marc P. A. Henrard and published by . This book was released on 2005 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this note we give pricing formulas for different instruments linked to rate futures (euro-dollar futures). We provide the future price including the convexity adjustment and the exact dates. Based on that result we price options on futures, including the mid-curve options.

Download or read book Fundamentals of Futures and Options Markets written by John Hull and published by Pearson Education India. This book was released on 2015 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Analysis of Trading Options on Eurodollar Futures written by John Scott Chaput and published by . This book was released on 1999 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Pricing of Options on Eurodollar Futures Contract on Simex written by Andrew Beng Keong Tan and published by . This book was released on 1991 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Analysis of Trading in Options on Eurodollar Futures written by John Scott Chaput and published by . This book was released on 2002 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: