The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs
Galen Burghardt; Terry Belton; Morton Lane; John Papa
| Year of publication: |
c 2005 ; 3. ed
|
|---|---|
| Authors: | Burghardt, Galen ; Belton, Terrence M. ; Lane, Morton ; Papa, John |
| Publisher: |
New York, NY [u.a.] : McGraw-Hill |
| Subject: | Staatspapier | Government securities | Futures | Hedging | USA | United States |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [loc.gov] ; Description [loc.gov] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XXVII, 280 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Glossar enthalten ; Glossary included |
| Language: | English |
| Notes: | Basic concepts -- What drives the basis? -- The short's strategic delivery options -- The option-adjusted basis -- Hedging with bond and note futures -- Trading the basis -- Volatility arbitrage -- Nine eras of the bond basis -- Non-dollar government bond futures -- Applications for portfolio managers 0507 |
| ISBN: | 0-07-145610-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002604573