The Treasury Bond Basis
| Author | : Galen Burghardt |
| Publisher | : McGraw-Hill |
| Total Pages | : 320 |
| Release | : 2005-07-15 |
| ISBN-10 | : 0071456104 |
| ISBN-13 | : 9780071456104 |
| Rating | : 4/5 (04 Downloads) |
Book Synopsis The Treasury Bond Basis by : Galen Burghardt
Download or read book The Treasury Bond Basis written by Galen Burghardt and published by McGraw-Hill. This book was released on 2005-07-15 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade’s decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
