STIR Futures, 9780857192196
Paperback
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 t…

STIR Futures

trading euribor and eurodollar futures

$126.92

  • Paperback

    280 pages

  • Release Date

    25 October 2012

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Summary

Short-term interest rate futures (STIR futures) are one of the largest and most liquid financial markets in the world. The two main exchange-traded contracts, the Eurodollar and Euribor, regularly trade in excess of one trillion notional dollars and euros of US and European interest rates each day. STIR futures have some very unique characteristics, not found in most other financial products. Their structure makes them very suitable for spread and strategy trading and relative value tradin…

Book Details

ISBN-13:9780857192196
ISBN-10:0857192191
Series:Harriman House
Author:Stephen Aikin
Publisher:Harriman House Publishing
Imprint:Harriman House Publishing
Format:Paperback
Number of Pages:280
Edition:2nd
Release Date:25 October 2012
Weight:399g
Dimensions:234mm x 156mm x 15mm
About The Author

Stephen Aikin

Stephen Aikin has over 20 years financial markets experience,mainly in derivatives. He started his career in 1985, working for Kleinwort Grieveson, Credit Suisse and SBCI, principally as an equity options specialist. In 1988, he founded a proprietary trading company, which became a regulated member of the NYSE Euronext-liffe derivatives exchange, and this company experienced consistent operation and profitability throughout its 20 year operation. The company specialised in relative value trading, exploiting the relationships between financial instruments, principally in the field of interest rates and energy derivatives.Stephen switched from trading to derivatives training in 2007 after the publication of Trading STIR Futures – An introduction to short term interest rate futures, a book which was bulk purchased by the NYSE Euronext-liffe exchange for their interest rate education program. It was well received in the trading community for its ability to convey complex material in an intuitive and non-academic way. Stephen has also written several articles for European and American magazines on credit spread and yield-curve capture trading strategies.Stephen now works as a capital markets trainer, specialising in derivatives and delivers approximately 60 training days a year to leading Banks such as Barclays Capital, Goldman Sachs, HSBC, RBS and Calyon in London and New York. He is also a Fellow of the Securities & Investment Institute (FSI) and holds an MSc in Financial Markets and Derivatives.Stephen runs a number of intensive financial courses for traders, banking professionals and risk managers.

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