The Treasury Bond Basis
An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs
Now in its third edition, The Treasury Bond Basis is the mandatoryreference text for Treasury bond and note futures tradingrooms around the world. This updated edition reflects thenumerous market changes, chief among them the ChicagoBoard of Trade's decision to switch from an 8 percent to a 6percent conversion factor. Revisions include greater detail onhedging and trading, updated explanations of options valuationand short delivery options, and discussion of global bondsfutures trading and applications.
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Produktdetails
Weitere Autoren: Belton, Terry
- ISBN: 978-0-07-145610-4
- EAN: 9780071456104
- Produktnummer: 1022769
- Verlag: McGraw-Hill
- Sprache: Englisch
- Erscheinungsjahr: 2005
- Seitenangabe: 280 S.
- Masse: H23.7 cm x B16.0 cm x D2.7 cm 585 g
- Auflage: Revised.
- Abbildungen: s/w. Abb.
- Gewicht: 585
Über den Autor
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
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