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The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs

Author: Galen Burghardt
Publisher: New York : McGraw-Hill, ©2005.
Series: McGraw-Hill library of investment and finance.
Edition/Format:   Print book : English : 3rd edView all editions and formats
Summary:
"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
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Galen Burghardt
ISBN: 0071456104 9780071456104
OCLC Number: 57675832
Notes: Revised edition of: The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs / Galen D. Burghardt, Terrence M. Belton.
Includes index.
Description: xxvii, 280 pages : illustrations ; 24 cm.
Contents: Basic concepts --
What drives the basis? --
The short's strategic delivery options --
The option-adjusted basis --
Approaches to hedging --
Trading the basis --
Volatility arbitrage in the treasury bond basis --
Nine eras of the bond basis --
Non-dollar government bond futures --
Applications for portfolio managers.
Series Title: McGraw-Hill library of investment and finance.
Responsibility: Galen D. Burghardt [and others].
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Abstract:

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  Read more...

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