Contributions

  • Belton, Terrence M. - Contributor

Publication

2005 - McGraw-Hill, New York, New York (State)

Language

English

Word Count

70,000 words, Guess

Page Count

280 pages

Identifiers

and 1 more
  • Goodreads1795036

Classifications

  • DDC332.63/232
  • LCCHG6041 .B78 2005

Description

"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 market and futures market for Treasury bonds and notes, its information and influence have helped thousands of hedgers, speculators, and arbitrageurs to understand and profit from that relationship." "The third edition of this reference reflects numerous changes in the market in the decade since the second edition, including: Updated explanations of valuing the short's delivery alternatives; new discussions of global bond futures trading and applications for portfolio managers; and new illustrations, examples, and case studies covering every aspect of the bond basis."--Jacket.

Subjects

Other Editions

  • The treasury bond basis: an in-depth analysis for hedgers, speculators, and arbitrageursMcGraw-Hill2005-01-01

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