Treasury Bond Basis Galen Burghardt

ISBN: 9780071456104

Published: May 1st 2005

Hardcover

312 pages


Description

Treasury Bond Basis  by  Galen Burghardt

Treasury Bond Basis by Galen Burghardt
May 1st 2005 | Hardcover | PDF, EPUB, FB2, DjVu, talking book, mp3, ZIP | 312 pages | ISBN: 9780071456104 | 9.46 Mb

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 ofMoreNow 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 Trades 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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