Hi everyone, could any of you kindly direct me to any books/research papers on how interest rate futures are priced in the post-financial crisis environment? I've been reading various sources and have gotten majorly confused. From implied forward rates, to convexity biases, to value basis, to tenor basis etc. Can't seem to put all these things into one coherent picture. Would greatly appreciate if some one could point me in the right direction!
"Treasury Bond Basis" by Burghardt et al "Eurodollar Futures and Options Handbook" by Burghardt Start there and proceed at your own risk...