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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The treasury bond basis :/ Galen D. Burghardt ... [et al.]
Reminder of title:	an in-depth analysis for hedgers, speculators, and arbitrageurs /
other author:	Burghardt, Galen.
Published:	New York :McGraw-Hill,2005.
Description:	xxvii, 280 p. :ill. ;24 cm.
Notes:	Include index.
Subject:	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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020 $a 0071456104 (hbk. : alk. paper) : $c NT2345
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043 $a n-us---
050 0 0 $a HG6041 $b .B78 2005
082 0 0 $a 332.63/232 $2 22
245 1 4 $a The treasury bond basis : $b an in-depth analysis for hedgers, speculators, and arbitrageurs / $c Galen D. Burghardt ... [et al.]
250 $a 3rd ed.
260 $a New York : $b McGraw-Hill, $c 2005.
300 $a xxvii, 280 p. : $b ill. ; $c 24 cm.
500 $a Include index.
505 0 $a 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.
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650 0 $a Government securities $z United States. $3 171795
650 0 $a Futures $z United States. $3 149849
700 1 $a Burghardt, Galen. $3 156740