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The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)
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The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)

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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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Product Details
Author:Galen Burghardt
Hardcover:320 pages
Publisher:McGraw-Hill
Publication Date:July 15, 2005
ISBN:0071456104
Package Length:9.1 inches
Package Width:5.8 inches
Package Height:1.3 inches
Package Weight:1.25 pounds
Average Customer Rating: based on 8 reviews

Customer Reviews
Average Customer Review:5.0
Write an online review and share your thoughts with other customers.

5Great book  May 09, 2008
Great book - I studied with Galen and he is a great guy and the world expert on cash-futures basis. Well worth the price and a place in your library!

1 of 13 found the following review helpful:

5Yet another masterpiece for the doctor  Jan 07, 2003
After reading the Doctors masterpiece three times, i had enough of his theta gamma explanations. I am an avid reader who greatly enjoyed the Doctor's complicated explanations. I totally agree with Elvis. Great work again doctor

1 of 15 found the following review helpful:

5Yet another masterpiece for the doctor  Jan 07, 2003
After reading the Doctors masterpiece three times, i had enough of his theta gamma explanations. I am an avid reader who greatly enjoyed the Doctor's complicated explanations. I totally agree with Elvis. Great work again doctor

5 of 5 found the following review helpful:

5Top class reference  Mar 22, 2001
I've been working in Futures & Options research for 3 years now, and this has proven to be the best refernce guide available. Terrence elucidates the concepts and mechanisms underlying the treasury bond basis with eloquence and intellect. His other work, Eurodollar Futures and Options, is also a great reference for the shorter end of the curve.

6 of 9 found the following review helpful:

5THE textbook for basis trading  Mar 22, 2001
This is simply the only truly readable and authoritative book on its subject. Terry Belton is acknowledged as being the foremost authority on futures research, and this book bears it out. If you're thinking about basis trading, or work in the derivatives market, this book is well worth a look.

(I should also mention that Terry is my boss..doesn't stop it being a good book, though. Hope I get that raise!)

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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