The Treasury Bond Basis

Author: Galen Burghardt

Publisher: McGraw-Hill Companies

ISBN: UOM:35128001476231

Category: Futures

Page: 288

View: 362

The Treasury Bond Basis provides a comprehensive and detailed discussion of the relationship between the Treasury Bond market and Treasury bond futures. Vital information such as analysis of the basis relationship between shorter term Treasure securities and Treasury bill and note futures is all here in one source. In-depth coverage includes: The forces that influence the basis; Practical considerations associated with the basis; Basis-related strategies; Strategies to enhance treasury bond yields.
The Futures Bond Basis

Author: Moorad Choudhry

Publisher: John Wiley & Sons

ISBN: 9780470029466

Category: Business & Economics

Page: 256

View: 334

The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhry's succinct but in-depth look at the government bond futures contract basis. It includes essential background on contract specifications and the theory of the basis. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.
The Handbook of Fixed Income Securities, Chapter 53 - Treasury Bond Futures Mechanics and Basis Valuation

Author: Frank Fabozzi

Publisher: McGraw Hill Professional

ISBN: 9780071715539

Category: Business & Economics

Page: 26

View: 126

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Studyguide for the Treasury Bond Basis

Author: Cram101 Textbook Reviews

Publisher: Academic Internet Pub Incorporated

ISBN: 1617447870

Category: Education

Page: 70

View: 546

Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780071456104 .
Trading Stategies for Capital Markets, Chapter 14 - Trading the Treasury Basis

Author: Joseph Benning

Publisher: McGraw Hill Professional

ISBN: 9780071727013

Category: Business & Economics

Page: 36

View: 415

This chapter comes from a book written by Joseph Benning, a Moody's Vice President and former Senior Economist at the Chicago Board of Trade. Trading Strategies for Capital Markets provides examples of successful trading strategies, guidance on when and why to use them, and revealing discussions of trading psychology and risk management. With his trademark lively and engaging style, Dr. Benning cuts through the complexities of the capital markets, making them accessible, practical, interesting, and easy to understand.
The Handbook of Fixed Income Securities, Chapter 57 - Controlling Interest-Rate Risk with Futures and Options

Author: Frank Fabozzi

Publisher: McGraw Hill Professional

ISBN: 9780071715553

Category: Business & Economics

Page: 38

View: 250

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Treasury Securities and Derivatives

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

ISBN: 1883249236

Category: Business & Economics

Page: 311

View: 593

Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.