STIR Futures

€72.90


Available for sending in 4/5 days

Product Information

ISBN9780857192196
PublisherHarriman House Publishing
Price (excl. tax)€68.77
Tax€4.13
Price (incl. tax)€72.90
Availability2 units in external warehouse

Product Description

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.