Valuing Fixed Income Futures

Valuing Fixed Income Futures by David Boberski is a practical resource published by McGraw Hill Professional in 2007, comprising 239 pages in English. This book equips financial professionals with methods to measure the performance of Treasury and Eurodollar futures, emphasizing the importance of defining risks to assess their fair value. Boberski, a notable Wall Street analyst, provides insights into applying technology for empirical frameworks that address embedded option valuation in these futures.

Readers will find a comprehensive guide that covers various aspects of fixed income futures valuation, including the characteristics and risks associated with these financial instruments. The book delves into the futures market, recent trading changes, and the relationship between futures and mortgage convexity. It also explores Treasury and Eurodollar futures in detail, analyzing drivers of spreads and providing empirical models for pricing options. With numerous financial tables, charts, and figures, Valuing Fixed Income Futures serves as a complete valuation tool, offering definitions and in-depth guidance for applying various models and methods in the field of investments and securities.