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

Galen Burghardt; Galen Burghardt

New York McGraw-Hill c2005

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária    (332.64524 T784 3.ed. )(Acessar)

  • Título:
    The treasury bond basis an in-depth analysis for hedgers, speculators, and arbitrageurs
  • Autor: Galen Burghardt; Galen Burghardt
  • Assuntos: Hedging (Finance); Government securities -- United States; Futures -- United States; HEDGING (FINANÇAS); TÍTULOS PÚBLICOS; MERCADO FUTURO
  • Notas: Rev. ed. of: The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs / Galen D. Burghardt, Terrence M. Belton.;Includes index.
  • Descrição: Basic concepts -- What drives the basis? -- The short's strategic delivery options -- The option-adjusted basis -- Approaches to hedging -- Trading the basis -- Volatility arbitrage in the treasury bond basis -- Nine eras of the bond basis -- Non-dollar government bond futures -- Applications for portfolio managers.
  • Títulos relacionados: Série:McGraw-Hill library of investment and finance
  • Editor: New York McGraw-Hill
  • Data de criação/publicação: c2005
  • Formato: xxvii, 280 p ill 24 cm.
  • Idioma: Inglês

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