{"product_id":"the-eurodollar-futures-and-options-handbook-hardcover","title":"The Eurodollar Futures and Options Handbook - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eGalen Burghardt\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eEurodollar trading volume is exploding, with no end in sight tools phenomenal growth. \u003ci\u003eThe Eurodollar Futures and Options Handbook \u003c\/i\u003eprovides 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\u0026amp;O traders and investors.\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e \u003cb\u003eToday's Most Up-to-Date and Comprehensive Resource for Eurodollar Futures Traders, Hedgers, and Researchers\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eEurodollar futures, and put and call options traded on those futures, revolutionized the world of banking and finance and are now among the most widely traded money market contracts in the world. \u003ci\u003eThe Eurodollar Futures and Options Handbook \u003c\/i\u003eexplores the complete range of current research and trading practice on these uniquely flexible trading vehicles, and tells you everything you need to know to increase your profits--and, more important, control your losses--when navigating this complex market.\u003c\/p\u003e \u003cp\u003eFeaturing contributions from leading Eurodollar experts, including the author's seminal articles on Eurodollar convexity bias and measuring and trading term TED spreads, this long-awaited book explains: \u003c\/p\u003e \u003cul\u003e \u003cli\u003e\n\u003cb\u003eEurodollar futures--\u003c\/b\u003eWhat they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curve \u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eEurodollar options\u003c\/b\u003e -- Structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options \u003c\/li\u003e\n\u003c\/ul\u003e \u003cp\u003eEurodollar futures and options trading has grown exponentially, with no end in sight to its phenomenal growth. Let \u003ci\u003eThe Eurodollar Futures and Options Handbook \u003c\/i\u003earm you with the latest knowledge on these important trading vehicles, and provide you with the strategies and techniques you need to make the most of this liquid and lucrative market.\u003c\/p\u003e \u003cp\u003eToday's Eurodollar market--the market for dollar denominated deposits outside of the United States--is perhaps the largest and most liquid of the world's short-term dollar markets and is becoming the new standard of value for fixed income markets. For over a decade, futures and options traders in this market have relied on \u003ci\u003eEurodollar Futures and Options\u003c\/i\u003e (by Burghardt, Belton, Lane, Luce, and McVey) for accurate market analysis coupled with solid, results-oriented trading and hedging strategies. Markets have changed dramatically, however, and the need for a comprehensive new handbook has become obvious and acute.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eThe Eurodollar Futures and Options Handbook \u003c\/i\u003etakes over where that book left off and incorporates all of the major advances in understanding how Eurodollar futures and options work and how traders and hedgers should use them. With contributions from Galen Burghardt, his colleagues, and collaborators, this hands-on volume focuses on every facet of this powerful market. It provides practitioners with practical, detailed discussions of: \u003c\/p\u003e \u003cul\u003e \u003cli\u003e\n\u003cb\u003eThe Eurodollar Market--\u003c\/b\u003eGrowth, expansion, and consolidation of the interest rate markets * Key money market developments * The birth of Eurodollar futures * Exchange-traded money market futures and OTC interest rate swaps \u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eEurodollar Futures--\u003c\/b\u003eThe Eurodollar futures contract * Forward and futures interest rates * Hedging with Eurodollar futures * Pricing and hedging swaps * The convexity bias, with new convexity bias series * Measuring and trading term TED spreads * Hedging and trading with stacks, packs, and bundles * Hedging extension risk in callable agency notes * The S\u0026amp;P 500 calendar roll * Trading the turn \u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eEurodollar Options--\u003c\/b\u003eThe Eurodollar option contract * Price, volatility, and risk parameter conventions * Caps, floors, and Eurodollar options * Structure and patterns of Eurodollar rate volatility * Trading with serial and mid-curve Eurodollar options * Relative versus basis point volatility, including volatility cones * Hedging convexity bias \u003c\/li\u003e\n\u003c\/ul\u003e \u003cp\u003eUntil now, most of the material in this book was available only in assorted and often hard to find research notes. Eurodollar futures and options traders had to seek out special courses or know someone who had access to these notes. \u003ci\u003eThe Eurodollar Futures and Options Handbook \u003c\/i\u003ecombines greatly improved basic tools and research applications with current research on Eurodollar futures and options, and saves you both time and money by giving you all of the important basic tools and applications in one comprehensive, accessible volume.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eGalen Burghardt, Ph.D. \u003c\/b\u003eis senior vice president and director of research for Carr Futures, adjunct professor of finance at the University of Chicago, and an accomplished author on investing.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 350\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.57 x 9.46 x 6.04 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e July 14, 2003\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":52477498523955,"sku":"9780071418553","price":183.58,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0300\/5595\/6612\/files\/WXlJT1JNYmxMajVLVXN0eXNsQjdGUT09.webp?v=1759618378","url":"https:\/\/www.vysn.com\/products\/the-eurodollar-futures-and-options-handbook-hardcover","provider":"VYSN","version":"1.0","type":"link"}