
STIR Futures
€72.90
Available for sending in 4/5 days
Product Information
| ISBN | 9780857192196 |
|---|---|
| Publisher | Harriman House Publishing |
| Price (excl. tax) | €68.77 |
| Tax | €4.13 |
| Price (incl. tax) | €72.90 |
| Availability | 2 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.