國立高雄大學圖資館 |

Language: English

Back

The treasury bond basis :an in-depth...

Burghardt, Galen.

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The treasury bond basis :Galen D. Burghardt ... [et al.].
Reminder of title:	an in-depth analysis for hedgers, speculators, and arbitrageurs /
other author:	Burghardt, Galen.
Published:	New York :McGraw-Hill,c2005.
Description:	xxvii, 280 p. :ill. ;24 cm.
Notes:	Includes index.
Notes:	Rev. ed. of: The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs / Galen D. Burghardt, Terrence M. Belton.
Series:	McGraw-Hill library of investment and finance
Subject:	Hedging (Finance)
ISBN:	0071456104 (hardcover : alk. paper) :

The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /
The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /Galen D. Burghardt ... [et al.]. - 3rd ed. - New York :McGraw-Hill,c2005. - xxvii, 280 p. :ill. ;24 cm. - McGraw-Hill library of investment and finance.

Includes index.

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.

ISBN: 0071456104 (hardcover : alk. paper) :NT$2350

LCCN: 2005004084

Nat. Bib. No.: GBA528479bnbSubjects--Topical Terms:

200229
Hedging (Finance)

LC Class. No.: HG6041 / .B78 2005

Dewey Class. No.: 332.63/232

The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /
LDR:01249nam 2200253 a 450 001 165617
005 19980611165949.0
008 090528s2005 nyua 001 0 eng
010 $a 2005004084
015 $2 bnb $a GBA528479
020 $a 0071456104 (hardcover : alk. paper) : $c NT$2350
035 $a 00157207
040 $a DLC $c DLC $d BAKER $d C#P $d PUL $d UKM
042 $a pcc
043 $a n-us---
050 0 0 $a HG6041 $b .B78 2005
082 0 0 $2 22 $a 332.63/232
245 0 4 $a The treasury bond basis : $b an in-depth analysis for hedgers, speculators, and arbitrageurs / $c Galen D. Burghardt ... [et al.].
250 $a 3rd ed.
260 $a New York : $c c2005. $b McGraw-Hill,
300 $a xxvii, 280 p. : $b ill. ; $c 24 cm.
440 0 $a McGraw-Hill library of investment and finance
500 $a Includes index.
500 $a Rev. ed. of: The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs / Galen D. Burghardt, Terrence M. Belton.
505 0 $a 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.
650 $a Hedging (Finance) $3 200229
650 $a Government securities $z United States. $3 233828
650 $a Futures $z United States. $3 233829
700 $a Burghardt, Galen. $3 233826