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Treasury Bond Basis

Treasury Bond Basis

0 - Default Title
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 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.
Product details
Binding:
Paperback
Edition:
3
Number of Pages:
312
Release Date:
2023-03-31
Publication Date:
2005-07-15
Publisher:
MCGRAW HILL BOOK CO
Languages:
Original: English
ISBN10:
1265643784
ISBN13:
9781265643782
Weight:
455 g
Height:
152 cm
Width:
229 cm
Thickness:
17 cm
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