Stir Futures

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.

• | By (Author): Stephen Aikin
• | Publisher: Harriman House Publishing
• | Publication Date: Oct 25, 2012
• | Country of Publication: United Kingdom
• | Number of Pages: 280 pages
• | Language: Unknown
• | Binding: Softback
• | ISBN-10: 0857192191
• | ISBN-13: 9780857192196