STIR Futures
Stephen Aikin
Harriman House Publishing, 2012
84,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780857192196
- ISBN-10
- 0857192191
- Publisher
- Harriman House Publishing
- Year
- 2012
- Publication date
- 2012-10-29
- Pages
- 280
- Dimensions
- 234x158x15
- Weight
- 444