MARC Record from marc_columbia

LEADER: 02826pam a22003494a 4500
001 4107727
005 20221027035613.0
008 030118t20032003nyua 001 0 eng
010 $a 2003000686
020 $a0071418555 (hardcover : alk. paper)
035 $a(OCoLC)ocm51505817
035 $a(NNC)4107727
035 $a4107727
040 $aDLC$cDLC$dYDX$dOrLoB-B
042 $apcc
043 $ae------
050 00 $aHG3897$b.B87 2003
082 00 $a332.4/5$221
100 1 $aBurghardt, Galen.$0http://id.loc.gov/authorities/names/n83156549
245 14 $aThe eurodollar futures and options handbook /$cGalen Burghardt.
260 $aNew York :$bMcGraw-Hill,$c[2003], ©2003.
300 $axiii, 469 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aIrwin library of investment and finance
500 $aIncludes index.
505 00 $gPt. 1.$tThe Emergence of the Eurodollar Market -- $gCh. 1.$tThe Emergence of the Eurodollar Market -- $gPt. 2.$tBuilding Blocks: Eurodollar Futures -- $gCh. 2.$tThe Eurodollar Time Deposit -- $gCh. 3.$tThe Eurodollar Futures Contract -- $gCh. 4.$tForward and Futures Interest Rates -- $gCh. 5.$tHedging with Eurodollar Futures -- $gCh. 6.$tPricing and Hedging a Swap with Eurodollar Futures -- $gPt. 3.$tEurodollar Futures Applications -- $gCh. 7.$tThe Convexity Bias in Eurodollar Futures -- $gCh. 8.$tConvexity Bias Report Card -- $gCh. 9.$tNew Convexity Bias Series -- $gCh. 10.$tConvexity Bias: An Update -- $gCh. 11.$tMeasuring and Trading Term TED Spreads -- $gCh. 12.$tTED Spreads: An Update -- $gCh. 13.$tHedging and Trading with Eurodollar Stacks, Packs, and Bundles -- $gCh. 14.$tHedging Extension and Compression Risk in Callable Agency Notes -- $gCh. 15.$tOpportunities in the S&P 500 Calendar Roll -- $gCh. 16.$tTrading the Turn: 1993 -- $gCh. 17.$tThe Turn: An Update -- $gPt. 4.$tBuilding Blocks: Eurodollar Options -- $gCh. 18.$tThe Eurodollar Option Contract -- $gCh. 19.$tPrice, Volatility, ad Risk Parameter Conventions -- $gCh. 20.$tCaps, Floors, and Eurodollar Options -- $gCh. 21.$tStructure and Patterns of Eurodollar Rate Volatility -- $gCh. 22.$tPractical Considerations -- $gPt. 5.$tEurodollar Option Applications -- $gCh. 23.$tTrading with Serial and Mid-curve Eurodollar Options -- $gCh. 24.$tSerial and Mid-curve Options: An Update -- $gCh. 25.$tWhat Happens to Eurodollar Volatility When Rates Fall? -- $gCh. 26.$tEurodollar Volatility: An Update -- $gCh. 27.$tHedging Convexity Bias.
650 0 $aEuro-dollar market.$0http://id.loc.gov/authorities/subjects/sh85045627
650 0 $aFutures$zEurope.
650 0 $aOptions (Finance)$zEurope.
830 0 $aIrwin library of investment & finance.$0http://id.loc.gov/authorities/names/no98100512
852 00 $boff,bus$hHG3897$i.B87 2003