European Futures Exchange: Interest Rate Derivatives Trading Strategies

Author: European Futures Exchange
Publisher:
Publish Date: 2004-05-01
Features: The trading of financial derivative products is about to become the next competitive focus for Chinese and foreign-funded banks. This book is one of the financial derivative trading guides launched by the world's leading financial derivative exchange—European Futures Exchange in response to the current financial market environment. It introduces interest rate derivative products traded on the European Futures Exchange (EUREX) and analyzes the profit and loss scenarios of corresponding trading strategies based on their different characteristics and the continuous changes in market conditions. The comprehensive introduction and strong practicality help investors choose the most suitable hedging and wealth management tools for themselves. It clarifies their primary application methods. Interest rate derivatives include fixed-interest security futures contracts (fixed-interest futures) and options contracts on fixed-interest futures. To help readers better understand these product contracts, we will introduce the basic features of fixed-interest securities and the relevant analytical indicators in this book. Before reading, readers should at least have a basic understanding of the securities market. This book primarily focuses on the interest rate derivatives traded on the European Futures Exchange.