STIR Futures: Trading Euribor and Eurodollar futures - Softcover

Aikin, Stephen

Softcover

ISBN 10: 0857192191 ISBN 13: 9780857192196

Publisher: Harriman House, 2012

Synopsis

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.

About this title

Review:

This book is a worthy successor to the well-received first edition. It is a good read, balanced to keep the layman interested enough to get a feel for what is involved in STIR trading and how this piece of the financial jigsaw fits in with other products. It also serves as a good reference book when required. --Jason Rolf, Fund Manager, Amati Global Investors

About the Author:

Stephen Aikin has spent almost 20 years continuously trading STIR futures for his own account, every year of which has been profitable. He holds an MSc in Financial Markets and Derivatives and lives in London.

About this edition

• Publisher: Harriman House
• Publication date: 2012
• ISBN 10: 0857192191
• ISBN 13: 9780857192196
• Binding: Paperback
• Edition number: 2
• Number of pages: 280