Eurodollar Futures and Options
Eurodollar futures and options are the foundation on which the derivatives market has been built. Prices for OTC derivatives are geared to prices in the futures and options markets. And, because the Eurodollar futures market is so huge and can be traded nearly around the clock, this is where derivatives traders turn to hedge or augment what they do in the OTC markets. Eurodollar Futures and Options shows professional money managers how to fold futures and options into a portfolio of conventional and derivative interest-rate products.
This book 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.
Eurodollar Futures and Options provides accurate market analysis coupled with solid, results-oriented trading and hedging strategies.
Eurodollar futures: What they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curve.
Eurodollar options: Structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options.