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

Hardcover | August 5, 2005

byGalen Burghardt, Terry Belton

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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.

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From the Publisher

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...

From the Jacket

The essential, updated guide to profiting and hedging using the "basis," from two top authorities on futures research 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 relati...

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...

other books by Galen Burghardt

The Eurodollar Futures and Options Handbook
The Eurodollar Futures and Options Handbook

Kobo ebook|Jul 14 2003

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Format:HardcoverDimensions:320 pages, 8.8 × 6.2 × 1.17 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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