The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs
ISBN-13:
9781557384799
ISBN-10:
1557384797
Edition:
2
Author:
Terry Belton, Galen D. Burghardt
Publication date:
1993
Publisher:
McGraw-Hill
Format:
Hardcover
225 pages
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Book details
ISBN-13:
9781557384799
ISBN-10:
1557384797
Edition:
2
Author:
Terry Belton, Galen D. Burghardt
Publication date:
1993
Publisher:
McGraw-Hill
Format:
Hardcover
225 pages
Summary
The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs (ISBN-13: 9781557384799 and ISBN-10: 1557384797), written by authors
Terry Belton, Galen D. Burghardt, was published by McGraw-Hill in 1993.
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Description
The Treasury Bond Basis provides a comprehensive and detailed discussion of the relationship between the Treasury Bond market and Treasury bond futures. Vital information such as analysis of the basis relationship between shorter term Treasure securities and Treasury bill and note futures is all here in one source. In-depth coverage includes: The forces that influence the basis; Practical considerations associated with the basis; Basis-related strategies; Strategies to enhance treasury bond yields.
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