The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance)

The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance)

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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3 thoughts on “The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance)”

  1. R. Puentes says:
    June 16, 2016 at 2:24 pm
    8 of 8 people found the following review helpful
    5.0 out of 5 stars
    Great book, February 20, 2009
    By 
    R. Puentes (NYC-NY) –
    (REAL NAME)
      

    Verified Purchase(What’s this?)
    This review is from: The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance) (Hardcover)
    I am a computer programmer who was working for a Secondary Market division in a bank and I was looking a reference of how to do hedging operations buying cash bonds and selling futures in short; also in my new role as programmer for a reconciliation team I wanted to learn how to calculate the P&L of fix income operations. Few books contains the level of details that I was looking for, this book is one of them good starting point, it explains realistic models and trents used for finance people to do capital markets.
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  2. JoshK says:
    June 16, 2016 at 2:26 pm
    3 of 3 people found the following review helpful
    5.0 out of 5 stars
    Classic book. Well written., June 26, 2011
    By 
    JoshK (nyc) –

    Verified Purchase(What’s this?)
    This review is from: The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance) (Hardcover)
    This is one of the best finance books that I have read. It’s very specific to US Treasury futures (with a few notes regarding other governments) but it covers it well, is engaging, and easy to read.
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  3. waterlilies says:
    June 16, 2016 at 3:15 pm
    1 of 1 people found the following review helpful
    5.0 out of 5 stars
    good book, January 3, 2013
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    Verified Purchase(What’s this?)
    This review is from: The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance) (Hardcover)
    good book for who want to learn bond futures.I had Chinese versions, but still bought one english version. good book!
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