The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)
by Galen Burghardt, Terry Belton
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Book Summary Information
Author: Galen Burghardt, Terry BeltonEdition: Hardcover
Audio: English (Original Language); English (Unknown); English (Published)
Published: 2005-07-15
ISBN: 0071456104
Number of pages: 320
Publisher: McGraw-Hill
Book Reviews of The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)
Book Review: Great book
Summary: 5 Stars
Great book - I studied with Galen and he is a great guy and the world expert on cash-futures basis. Well worth the price and a place in your library!
Summary of The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)
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.
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