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Eurodollar Futures and Options: Controlling Money Market Risk

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Innovation in the US money markets over the past 10 years has spawned a rich variety of over-the-counter financial derivatives including interest-rate swaps, floating-rate agreements, caps, floors, collars, swaptions, cancellable swaps, putable swaps, captions and floortions. While the majority of the business in derivative products is done in dollars, the concepts are spilling over into the British, French, German and Japanese money markets as well. Eurodollar futures and options are the foundation on which the derivatives ...

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Eurodollar Futures and Options: Controlling Money Market Risk 1995, Probus Publishing Co., Chicago, IL

ISBN-13: 9781557381590

Hardcover