The treasury bond basis : an in-depth analysis for hedgers, speculators and arbitrageurs
著者
書誌事項
The treasury bond basis : an in-depth analysis for hedgers, speculators and arbitrageurs
Probus Pub. Co., c1994
Rev. ed
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
This book provides a comprehensive and detailed discussion of the relationship between the Treasury bond market and Treasury bond futures and includes key updates. Specific topics include: the forces that influence the basis; practical considerations associated with the basis; basis-related strategies; strategies to enhance Treasury bond yields; the mechanics of delivery.
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