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The Eurodollar Futures and Options Handbook

The Eurodollar Futures and Options Handbook
Author: Galen Burghardt
Publisher: McGraw Hill Professional
Total Pages: 513
Release: 2003-07-14
Genre: Business & Economics
ISBN: 0071707697

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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.


Eurodollar Futures & Options

Eurodollar Futures & Options
Author: London International Financial Futures Exchange
Publisher:
Total Pages: 46
Release: 1985
Genre: Euro-dollar market
ISBN:

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The Information Content of Interest Rate Futures Options

The Information Content of Interest Rate Futures Options
Author: Des McManus
Publisher:
Total Pages: 60
Release: 1999
Genre: Euro-dollar market
ISBN:

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Examines the evolution of market sentiment over the possible future values of eurodollar rates.


Eurodollar Futures and Options

Eurodollar Futures and Options
Author: Galen Burghardt
Publisher: Irwin Professional Publishing
Total Pages: 524
Release: 1991
Genre: Business & Economics
ISBN:

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Options and Futures: A Tutorial

Options and Futures: A Tutorial
Author: Roger G. Clarke
Publisher: Wiley
Total Pages: 124
Release: 2000-11-09
Genre: Business & Economics
ISBN: 9780943205168

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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.


Eurodollar Futures and Options

Eurodollar Futures and Options
Author: Marc P. A. Henrard
Publisher:
Total Pages: 6
Release: 2005
Genre:
ISBN:

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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 convexity adjustment and the exact dates. Based on that result we price options on futures, including the mid-curve options.