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The Eurodollar Futures and Options Handbook (Irwin Library of Investment & Finance.)
ISBN: 0071418555     Date Published: 2003-06-23     Author(s): Galen Burghardt
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Hardcover
McGraw-Hill
350 Pages
 
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06/20/2013 01:24:44
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Editorial Review - Book Description:

Eurodollar trading volume is exploding, with no end in sight tools phenomenal growth. The Eurodollar Futures and Options Handbook provides traders and investors with the complete range of current research on Eurodollar futures and options, now the most widely traded money market contracts in the world. The only current book on this widely-followed topic, it features chapters written by Eurodollar experts from JP Morgan, Mellon Capital, Merrill Lynch, and other global trading giants, and will quickly become a required reference for all Eurodollar F&O traders and investors.
 
Customer Review:
Total Reviews: (7)
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12 of 14 People found the following review helpful.

Highly recommended, July 22, 2003 By"bktwist" (New York, NY) - See all my reviews This review is from: The Eurodollar Futures and Options Handbook (McGraw-Hill Library of Investment and Finance) (Hardcover) Having just finished reading the author's treatment of bond futures in the 'Treasury Bond Basis,' I was happy to see that Burghardt was updating some of his material from the early 1990s on Eurodollar futures. The 'Bond Basis' was an excellent and thorough analysis, and 'The Eurodollar Futures and Options Handbook' follows the same trend.He provides an excellent overview of the institutional details of Eurodollars and their uses. The book is at its strongest when dealing with issues of the convexity bias and also scores high by not neglecting important issues like the stub period. Perhaps my favorite chapter was on callable bonds and the extension/compression risk, which, while a little misplaced in a book on Eurodlllars, still provided a very lucid explanation of the relevant issues.With regard to options, the author touches upon some of the interest strategic combinations using serial and mid-curve options, but I feel that he could've delved a bit deeper in this part of the...
 
9 of 10 People found the following review helpful.

Highly recommended, July 22, 2003 By"bktwist" (New York, NY) - See all my reviews This review is from: The Eurodollar Futures and Options Handbook (McGraw-Hill Library of Investment and Finance) (Hardcover) Having just finished reading the author's treatment of bond futures in the 'Treasury Bond Basis,' I was happy to see that Burghardt was updating some of his material from the early 1990s on Eurodollar futures. The 'Bond Basis' was an excellent and thorough analysis, and 'The Eurodollar Futures and Options Handbook' follows the same trend.He provides an excellent overview of the institutional details of Eurodollars and their uses. The book is at its strongest when dealing with issues of the convexity bias and also scores high by not neglecting important issues like the stub period. Perhaps my favorite chapter was on callable bonds and the extension/compression risk, which, while a little misplaced in a book on Eurodollars, still provided a very lucid explanation of the relevant issues.With regard to options, the author touches upon some of the interest strategic combinations using serial and mid-curve options, but I feel that he could've delved a bit deeper in this part of the...
 
6 of 6 People found the following review helpful.

The Bible, and maybe ready for a new edition, February 24, 2010 ByErik Lehtis (Chicago, IL USA) - See all my reviews Amazon Verified Purchase(What's this?) This review is from: The Eurodollar Futures and Options Handbook (McGraw-Hill Library of Investment and Finance) (Hardcover) This book stands alone as the go-to volume for anyone interested in understanding what Eurodollar futures are, how they came to be, and what they are used for. This should come as no surprise, given that the author had a major hand in the invention of the Eurodollar contract. More abstract issues for professional traders, including convexity, strip valuation, and TED spread arbitrage are also covered, in easy-to-read yet authoritative theoretical terms. Considering the move made by the market from the pits to the screens, the time for another revised edition may be drawing near. Systematic arbitrage of the Eurodollar complex (spreads, packs, bundles, etc.) has never been more available to the sophisticated amateur. If there is any aspect of the market that Mr. Burghardt neglects, it is a thorough treatment of Eurodollar calendar spread arbitrage.
 
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