12 Comments
 

btw i am assuming you have read hull's "options, futures, and other derivatives". if not you should definitely pick that up.

 

get burghardt's eurodollars book, it is essential reading for any ir swaps trader. it has the fundamentals of eurodollars to the building of the swap curve, hedging, and imo its a better book than hull bc its all IRD related while Hull's text covers all markets

 

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