The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)
Editorial Reviews
Book Description
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 Options Handbook.
Terry Belton, Ph.D., is managing director, and head of U.S. fixed income strategy at JPMorgan. An adjunct professor of finance at the University of Chicago Graduate School of Business, Dr. Belton was formerly director of research for Discount Corporation of New York Futures and a senior economist at Freddie Mac.
The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance),Galen Burghardt,Terry Belton,McGraw-Hill,0071456104,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Futures,Government securities,Hedging (Finance),Investments & Securities - Bonds,United States,Business & Economics / Finance
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