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Beschreibung
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.
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.
Über den Autor

Galen Burghardt, Ph.D., is senior vice president and director of research for Calyon Financial . An adjunct professor of finance at the University of Chicago Graduate School of Business, Dr. Burghardt is the former vice president of financial research for the Chicago Mercantile Exchange. He is the author of The Eurodollar Futures and Options Handbook.

Terry Belton, Ph.D., is managing director, and head of U.S. fixed income strategy at JPMorgan. An adjunct professor of finance at the University of Chicago Graduate School of Business, Dr. Belton was formerly director of research for Discount Corporation of New York Futures and a senior economist at Freddie Mac.

Details
Erscheinungsjahr: 2005
Fachbereich: Allgemeines
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: McGraw-Hill Library of Investment and Finance
ISBN-13: 9781265643782
ISBN-10: 1265643784
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Burghardt, Galen
Belton, Terry
Auflage: Revised
Hersteller: MCGRAW HILL BOOK CO
McGraw-Hill Library of Investment and Finance
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 229 x 152 x 17 mm
Von/Mit: Galen Burghardt (u. a.)
Erscheinungsdatum: 15.07.2005
Gewicht: 0,455 kg
Artikel-ID: 126876771

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