Shows how to build empirical models to measure risk. This book features guidelines to use spreads to hedge risk (from TEDs to hedge mortgage risk) and offers pr... » 

Shows how to build empirical models to measure risk. This book features guidelines to use spreads to hedge risk (from TEDs to hedge mortgage risk) and offers programs to create visual matrices of basis trades. It also includes methods to value treasury, agency, and Eurodollar futures. «