Free Ebook , by Galen Burghardt

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, by Galen Burghardt

Free Ebook , by Galen Burghardt

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Product details

File Size: 12799 KB

Print Length: 350 pages

Simultaneous Device Usage: Up to 4 simultaneous devices, per publisher limits

Publisher: McGraw-Hill Education; 1 edition (July 14, 2003)

Publication Date: July 14, 2003

Sold by: Amazon Digital Services LLC

Language: English

ISBN-10: 0071707697

ISBN-13: 978-0071707695

ASIN: B006402OJK

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Amazon Best Sellers Rank:

#711,030 Paid in Kindle Store (See Top 100 Paid in Kindle Store)

Classic of the genre. Eurodollar derivative pricing, convexity, liquidity and other properties are explained in great detail. I used it daily when working as a fixed income quant.

In my job I trade these products every day and I still learned a lot quickly from this book. The authors are so clear and explain the subject matter so well that most readers will pick it up right away.Most of the information there is a little bit on the older side, but is still valid and a very useful foundation for trading your funding hedges.

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.

Overall, great reference guide on interest rates. To give some background, I traded equity derivatives for some years, and used interest rate products as a rate hedge (eurodollar futures, IRS, interest rate basis swaps, cross currency basis swaps). I thought I learned enough on the desk to manage my rates/rho exposure, but a friend in treasuries recommended this book and I was not disappointed.The book gives the best treatment to date on convexity adjustment of interest rate futures vs swaps. The illustrations and examples are very practical, I read them a few times and each time I learned something new. The book reminds me of Natenberg Option Volatility & Pricing in terms of its usefulness to professionals and practitioners. Besides convexity adjustments, there's a section on packs / bundles, rates volatility, index arbitrage funding trades (although not quite realistic to today's type of trading). Fair warning, the other sections are not as detailed and could be lengthened with more pertinent examples.I would request a few things that could improve the book, which would be helpful for professionals1. Update a newer version which covers OIS / CSA discounting of interest rate swaps post 2008, as the pricing relationships are not exactly precise to today's models2. Enlarge a section on spreads which have worked in the past or practical examples of some trading strategies

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 book. It's the only area in which I felt the book was somewhat lacking.Having said all that, if you're looking to learn about Eurodollar futures, I can't imagine there's a better book out there. This is an excellent compilation of a number of Burghardt's research from the 1990s together with more recent updates. Even if Eurodollars are not your main area of expertise, this book will still help you to gain a more solid understanding of many of the pertinent topics in fixed income.

This is a very practical book with detailed examples to help reader with the basic concept and Eurodollar Futures and Options. Very useful for beginners in this field. The last half of the book is dealing with more advanced topic more suitable for fix incoming researchers.

Great book with very detailed examples on the relationship between different fixed income instruments. My only complaint (and it is a very minor one) is lack of problems at the end of each chapter to help solidify the concepts. Otherwise, an excellent book.

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