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The Eurodollar Futures and Options Handbook by Galen Burghardt

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PART THREEEurodollar Futures Applications

One of the great advantages of working in a research group at a futures brokerage company is that some really important questions come to you. The chapters in this part are reprints of research notes that report on the results of solving various pricing and hedging questions for our clients. Each has been chosen because it represents an important milestone in our understanding of the way Eurodollar futures should be used in practice.

CONVEXITY BIAS (Chapters 7 through 10)

Anyone who studies finance learns about convexity sooner or later. Even so, it was not until Bill Hoskins and I published “The Convexity Bias in Eurodollar Futures” (chapter 7) that the industry really seemed to sit up and take notice. ...

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