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

Front Cover
Probus Pub. Co., 1989 - Business & Economics - 216 pages
0 Reviews
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.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Basic Concepts
11
What Drives the Basis?
37
How the Shorts Strategic Options
57
Copyright

6 other sections not shown

Common terms and phrases

About the author (1989)

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.

Papa has been developing business solutions for e-Commerce, Internet and LAN/WAN based solutions since 1994. Johnny can regularly be found speaking at high-tech events as well as executive level conferences. He is known as an industry expert. Johnny is highly qualified in numerous technical areas such as SQL Server, Visual Basic, ADO, XML, MTS and IIS. He is certified in the critical technological areas of Microsoft solutions.

Bibliographic information