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The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs

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Indispensable guide for Treasury bond futures expertise.

If you're delving into trading Treasury bond futures, "The Treasury Bond Basis" could be an invaluable resource for you. This edition not only updates you on vital market changes, including the conversion factor shift, but also dives deeper into hedging strategies and option valuations. It’s tailored for traders aiming to sharpen their skills in a complex and evolving financial landscape.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.
Just Arrived

The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs

Regular price $13.90
Unit price
per
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ISBN: 9780071456104
Publisher: McGraw Hill
Date of Publication: 2005-08-05
Format: Hardcover
Related Collections: Business, Economics
Related Topics: Finance, Management, Money, Technology
Goodreads rating: 4.25
(rated by 60 readers)

Description

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 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.
 

Indispensable guide for Treasury bond futures expertise.

If you're delving into trading Treasury bond futures, "The Treasury Bond Basis" could be an invaluable resource for you. This edition not only updates you on vital market changes, including the conversion factor shift, but also dives deeper into hedging strategies and option valuations. It’s tailored for traders aiming to sharpen their skills in a complex and evolving financial landscape.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.