Treasury Bond Basis: An In-depth Analysis for Hedgers, Speculators and Arbitrageurs - Hardcover

Burghardt, Galen; Etc.

Hardcover

ISBN 10: 1557380503 ISBN 13: 9781557380500

Publisher: Probus Publishing Co., 1989

Synopsis

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

About this title

Product Description

This book provides a comprehensive and detailed discussion of the relationship between the Treasury bond market and Treasury bond futures and includes key updates. Specific topics include: the forces that influence the basis; practical considerations associated with the basis; basis-related strategies; strategies to enhance Treasury bond yields; the mechanics of delivery.

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.

Edition details

• Publisher: Probus Publishing Co.
• Publication date: 1989
• Language: English
• ISBN 10: 1557380503
• ISBN 13: 9781557380500
• Binding: Hardcover
• Number of pages: 225