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The Treasury Bond Basis (3rd Edition)

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The Treasury Bond Basis (3rd Edition)

Name: The Treasury Bond Basis (3rd Edition)
Brand: McGraw Hill
SKU: 9780071456104
Price: 800.00 HKD
Availability: OutOfStock
Author: Galen Burghardt; Terry Belton
ISBN: 9780071456104

Edited by Galen Burghardt · Terry Belton

McGraw Hill July 2005

Specifications

ISBN-13: 9780071456104
Publisher: McGraw Hill
Publication: July 2005
Format: Hardback , 320 pages
Jurisdiction: International ? Countri(es) for reference only

Details

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.

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.

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