An edition of The treasury bond basis (1989)

The treasury bond basis

an in-depth analysis for hedgers, speculators, and arbitrageurs

3rd ed.

by

  • 3 Want to read
Cover of: The treasury bond basis by Galen Burghardt, Galen Burghardt
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Last edited by MARC Bot
December 31, 2022 | History
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An edition of The treasury bond basis (1989)

The treasury bond basis

an in-depth analysis for hedgers, speculators, and arbitrageurs

3rd ed.

by

  • 3 Want to read

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
McGraw-Hill
Language
English

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Subjects

Hedging (Finance), Futures, Government securities

Places

United States
Edition Availability
Cover of: The treasury bond basis
The treasury bond basis: an in-depth analysis for hedgers, speculators, and arbitrageurs
2005, McGraw-Hill
in English - 3rd ed.
  • Not in Library
Libraries near you: WorldCat
Cover of: The treasury bond basis
The treasury bond basis: an in-depth analysis for hedgers, speculators, and arbitrageurs
1989, Probus Pub. Co.
in English
Libraries near you: WorldCat

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Book Details

Table of Contents

Basic concepts
What drives the basis?
The short's strategic delivery options
The option-adjusted basis
Hedging with bond and note futures
Trading the basis
Volatility arbitrage
Nine eras of the bond basis
Non-dollar government bond futures
Applications for portfolio managers.

Edition Notes

Published in
New York

Classifications

Dewey Decimal Class
332.63/232
Library of Congress
HG6041 .B78 2005, HG6041.B78 2005, HG6041 .T74 2005

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL3393689M
ISBN 10
0071456104
LCCN
2005004084
OCLC/WorldCat
57675832
Library Thing
3290299
Goodreads
1795036

Source records

Better World Books record
Library of Congress MARC record
marc_columbia MARC record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 31, 2022 Edited by MARC Bot import existing book
December 11, 2020 Edited by MARC Bot import existing book
October 8, 2020 Edited by ImportBot import existing book
August 1, 2020 Edited by ImportBot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record