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

  • Authors: Terry - Galen Burghardt - Terry Belton - Burghardt - Galen Burghardt; Terry Belton - Galen…
  • ISBN 10: 0071456104
  • ISBN 13: 9780071456104
  • Edition: 3
  • Release: July 15, 2005
  • Format: Hardcover (320 pages)
  • List Price: $75.00
  • More Details

    List Price: $75.00

    Tags: Business & Investing, Popular Economics,

    Book 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 Trade’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.

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