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Eurex - Interest Rate Derivatives - Trading Strategies（100页）和配套的习题
Eurex - Interest Rate Derivatives - Questions & Case Studies（150页）
以下是第一本书的部分目录：

Characteristics of Fixed
Income Securities
07
Bonds – Definition
08
Lifetime and Remaining Lifetime
09
Nominal and Actual Rate of Interest (Coupon and Yield)
09
Accrued Interest
10
The Yield Curve
11
Bond Valuation
14
Macaulay Duration
16
Modified Duration
16
Convexity – the Tracking Error of Duration
Eurex Fixed Income
Derivatives
18
Characteristics of Exchange-Traded Financial Derivatives
18
Introduction
18
Flexibility
18
Transparency and Liquidity
18
Leverage Effect
Introduction to
Fixed Income Futures
19
What are Fixed Income Futures? – Definition
19
Futures Positions – Obligations
20
Settlement or Closeout
21
Contract Specifications
22
Eurex Fixed Income Futures – Overview
22
Futures Spread Margin and Additional Margin
23
Variation Margin
24
The Futures Price – Fair Value
26
Cost of Carry and Basis
27
Conversion Factor (Price Factor) and
Cheapest-to-Deliver (CTD) Bond
28
Identifying the Cheapest-to-Deliver Bond

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关键词：利率衍生品 衍生品 fixed income introduction Transparency 衍生品 Error

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