Aikin, Stephen STIR Futures

ISBN 13: 9780857192196

STIR Futures

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9780857192196: STIR Futures
From the Publisher:

Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. "STIR Futures" is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices. This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures. Plus updated case studies and examples throughout and an even better explanation of the basics. 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 and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market.

About the Author:

Stephen Aikin has been a derivatives trader for over 20 years and has worked as a professional training consultant for the last five, delivering finance and derivatives courses to leading institutions in London, Zurich and New York. He started his career working for several investment banks. In 1988 he became a member of the London International Financial Futures Exchange (Liffe), where he started trading STIR futures on German interest rates. Stephen has specialised in relative value trading - both intra- and inter-contract - and has experienced consistent profitability over 20 years. He is educated to MSc (Finance) level and holds several professional qualifications in the finance sector.

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1.

Aikin, Stephen
Editorial: Harriman House Publishing, United Kingdom (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
Nuevos Paperback Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción Harriman House Publishing, United Kingdom, 2012. Paperback. Estado de conservación: New. 2nd Revised edition. 231 x 155 mm. Language: English . Brand New Book. Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. STIR Futures is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices.This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures. Plus updated case studies and examples throughout and an even better explanation of the basics. 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 and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market. Nº de ref. de la librería AAJ9780857192196

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2.

Aikin, Stephen
Editorial: Harriman House (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
Nuevos Tapa blanda Cantidad: 2
Librería
Valoración
[?]

Descripción Harriman House, 2012. Estado de conservación: New. 2012. Second Edition. Paperback. 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. Num Pages: 280 pages, black & white illustrations. BIC Classification: KFFM. Category: (G) General (US: Trade). Dimension: 234 x 158 x 15. Weight in Grams: 420. . . . . . . Nº de ref. de la librería V9780857192196

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3.

Aikin, Stephen
Editorial: Harriman House Publishing, United Kingdom (2012)
ISBN 10: 0857192191 ISBN 13: 9780857192196
Nuevos Paperback Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción Harriman House Publishing, United Kingdom, 2012. Paperback. Estado de conservación: New. 2nd Revised edition. 231 x 155 mm. Language: English . Brand New Book. Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. STIR Futures is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices.This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures. Plus updated case studies and examples throughout and an even better explanation of the basics. 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 and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market. Nº de ref. de la librería AAJ9780857192196

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Aikin, Stephen
Editorial: Harriman House Publishing
ISBN 10: 0857192191 ISBN 13: 9780857192196
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Descripción Harriman House Publishing. Paperback. Estado de conservación: new. BRAND NEW, STIR Futures: Trading Euribor and Eurodollar Futures (2nd Revised edition), Stephen Aikin, Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value trading against other instruments such as bonds and swaps. "STIR Futures" is a handbook for the STIR futures market. It clearly explains what they are, how they can be traded, and where the profit opportunities are. The book has been written for both aspiring and experienced traders looking for a trading niche in a computerised marketplace, where all participants trade on equal terms and prices. This fully revised and updated second edition now includes: details on the effects of the financial crisis on STIR futures pricing and trading; an in-depth analysis of valuation issues, especially the effects of term and currency basis when relatively traded to other financial products; a new section on using STIR futures to hedge borrowing liabilities; an in-depth analysis of relative value trades against bond and swap derivatives; and trading synthetic FX swaps using STIR futures. Plus updated case studies and examples throughout and an even better explanation of the basics. 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 and strategy markets and cross-market relative value trading opportunities. An essential read for anyone involved in this market. Nº de ref. de la librería B9780857192196

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Descripción Estado de conservación: New. Bookseller Inventory # ST0857192191. Nº de ref. de la librería ST0857192191

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Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97808571921960000000

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Descripción Harriman House Publishing 2012-10-25, Petersfield, 2012. paperback. Estado de conservación: New. Nº de ref. de la librería 9780857192196

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Descripción Harriman House. Estado de conservación: New. 2012. Second Edition. Paperback. 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. Num Pages: 280 pages, black & white illustrations. BIC Classification: KFFM. Category: (G) General (US: Trade). Dimension: 234 x 158 x 15. Weight in Grams: 420. . . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780857192196

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Descripción Harriman House Publishing, 2012. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería GB-9780857192196

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Descripción Harriman House Publishing, 2012. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería I1-9780857192196

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