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The treasury bond basis :an in-depth...
~
Burghardt, Galen.
The treasury bond basis :an in-depth analysis for hedgers, speculators, and arbitrageurs /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
The treasury bond basis :Galen D. Burghardt ... [et al.].
其他題名:
an in-depth analysis for hedgers, speculators, and arbitrageurs /
其他作者:
Burghardt, Galen.
出版者:
New York :McGraw-Hill,c2005.
面頁冊數:
xxvii, 280 p. :ill. ;24 cm.
附註:
Includes index.
附註:
Rev. ed. of: The treasury bond basis : an in-depth analysis for hedgers, speculators, and arbitrageurs / Galen D. Burghardt, Terrence M. Belton.
叢書名:
McGraw-Hill library of investment and finance
標題:
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 /
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