The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment & Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment & Finance) Book

A guide to profiting and hedging. It analyses the complex relationship between the cash market and futures market for treasury bonds and notes. It contains explanations of valuing the short's delivery alternatives discussions of global bond futures trading and applications for portfolio managers.Read More

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  • Blackwell

    Since it was first published in 1989, The Treasury Bond Basis has grown to become a mandatory reference book for every professional trader of Treasury bond and note futures. An insightful analysis of the complex relationship between the cash...

  • Pickabook

    Galen Burghardt, Terry Belton

  • Product Description

    Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Tradeâ??s decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.

  • 0071456104
  • 9780071456104
  • Galen Burghardt, Terry Belton
  • 1 September 2005
  • McGraw-Hill Professional
  • Hardcover (Book)
  • 320
  • 3
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