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

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

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Описание
Now in its third edition, The Treasury Bond Basis is the mandatoryreference text for Treasury bond and note futures tradingrooms around the world. This updated edition reflects thenumerous market changes, chief among them the ChicagoBoard of Trade's desion to switch from an 8 percent to a 6percent conversion factor. Revisions include greater detail onhedging and trading, updated explanations of options valuationand short delivery options, and discussion of global bondsfutures trading and application