The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs

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Treasury bond futures for profitable hedging and trading.

This book is a must-have for professional traders of Treasury bond and note futures. It provides a comprehensive analysis of the complex relationship between the cash market and futures market for Treasury bonds and notes, giving insights on how to understand and profit from the relationship. The third edition has been updated with new discussions of global bond futures trading, new illustrations, examples, and case studies covering every aspect of the bond basis. The book also offers strategies for hedging with Treasury futures, creating synthetic bonds, and managing duration and yield curve exposure.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs

Regular price
Unit price
per
Compare to estimated retail price: RM280.00 MYR  
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ISBN: 9781557384799
Publisher: McGraw-Hill
Date of Publication: 1993-11-01
Format: Hardcover
Related Collections: Business, Economics
Related Topics: Finance, Business, Management, Finance, Money
Goodreads rating: 4.21
(rated by 48 readers)

Description

The Treasury Bond Basis provides a comprehensive and detailed discussion of the relationship between the Treasury Bond market and Treasury bond futures. Vital information such as analysis of the basis relationship between shorter term Treasure securities and Treasury bill and note futures is all here in one source. In-depth coverage includes: The forces that influence the basis; Practical considerations associated with the basis; Basis-related strategies; Strategies to enhance treasury bond yields.
 

Treasury bond futures for profitable hedging and trading.

This book is a must-have for professional traders of Treasury bond and note futures. It provides a comprehensive analysis of the complex relationship between the cash market and futures market for Treasury bonds and notes, giving insights on how to understand and profit from the relationship. The third edition has been updated with new discussions of global bond futures trading, new illustrations, examples, and case studies covering every aspect of the bond basis. The book also offers strategies for hedging with Treasury futures, creating synthetic bonds, and managing duration and yield curve exposure.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.