An edition of The treasury bond basis (1989)

The treasury bond basis

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

3rd ed.

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Cover of: The treasury bond basis by Galen Burghardt
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Last edited by Open Library Bot
April 28, 2010 | 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

  • 0 Ratings
  • 3 Want to read
  • 0 Currently reading
  • 0 Have read

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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
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
February 3, 2010 Edited by WorkBot add more information to works
December 9, 2009 Created by WorkBot add works page