The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs by Galen Burghardt

The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs

byGalen Burghardt, Terry Belton

Hardcover | August 5, 2005

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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.

About The Author

Galen Burghardt, Ph.D., is senior vice president and director of research for Calyon Financial . An adjunct professor of finance at the University of Chicago Graduate School of Business, Dr. Burghardt is the former vice president of financial research for the Chicago Mercantile Exchange. He is the author of The Eurodollar Futures and O...
The Eurodollar Futures and Options Handbook
The Eurodollar Futures and Options Handbook

by Galen Burghardt

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Details & Specs

Title:The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and ArbitrageursFormat:HardcoverDimensions:320 pages, 9.2 × 8.6 × 0.9 inPublished:August 5, 2005Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071456104

ISBN - 13:9780071456104

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