STIR Futures

Discover the intricacies of short-term interest rate futures (STIR futures) with "STIR Futures" by Stephen Aikin, published by Harriman House in 2012. This comprehensive guide spans 280 pages and is now available in its second edition. Aikin delves into one of the largest and most liquid financial markets globally, offering readers valuable insights into the effects of the financial crisis on STIR futures pricing and trading. The book also provides a thorough analysis of relative value trades against bond and swap derivatives, as well as strategies for trading synthetic FX swaps using STIR futures. Ideal for both seasoned traders and those new to the market, this book is an essential resource for understanding the dynamics of STIR futures and enhancing your trading strategies.