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The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /

紀錄類型:	書目-語言資料,印刷品 : 單行本
正題名/作者:	The treasury bond basis :/ Galen D. Burghardt ... [et al.]
其他題名:	an in-depth analysis for hedgers, speculators, and arbitrageurs /
其他作者:	Burghardt, Galen.
出版者:	New York :McGraw-Hill,2005.
面頁冊數:	xxvii, 280 p. :ill. ;24 cm.
附註:	Include index.
標題:	Hedging (Finance) -
ISBN:	0071456104 (hbk. : alk. paper) :

The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /
The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /Galen D. Burghardt ... [et al.] - 3rd ed. - New York :McGraw-Hill,2005. - xxvii, 280 p. :ill. ;24 cm.

Include index.

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.

ISBN: 0071456104 (hbk. : alk. paper) :NT2345

LCCN: 2005004084Subjects--Topical Terms:

150618
Hedging (Finance)

LC Class. No.: HG6041 / .B78 2005

Dewey Class. No.: 332.63/232

The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /
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