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.
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Produktdetaljer
ISBN
9781265643782
Publisert
2023-04-21
Utgave
3. utgave
Utgiver
McGraw-Hill Education
Vekt
422 gr
Bredde
152 mm
Dybde
229 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
312
Forfatter