The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance) | 
 enlarge | Authors: Galen Burghardt, Terry Belton
Publisher: McGraw-Hill
Category: Book
List Price: $75.00
Buy New: $42.82
You Save: $32.18 (43%)
New (31) Used (9) from $42.82
Rating:  8 reviews
Sales Rank: 131046
Media: Hardcover
Edition: 3
Pages: 320
Number Of Items: 1
Shipping Weight (lbs): 1.3
Dimensions (in): 9.1 x 5.8 x 1.3
ISBN: 0071456104
Dewey Decimal Number: 332.63232
EAN: 9780071456104
ASIN: 0071456104
Publication Date: July 15, 2005
Availability: Usually ships in 1-2 business days
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Product Description
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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| Customer Reviews: Read 3 more reviews...
Great book May 9, 2008
James Smith (Switzerland)
Great book - I studied with Galen and he is a great guy and the world expert on cash-futures basis. Well worth the price and a place in your library!
Yet another masterpiece for the doctor January 7, 2003
Bubby (Wilmette)
1 out of 13 found this review helpful
After reading the Doctors masterpiece three times, i had enough of his theta gamma explanations. I am an avid reader who greatly enjoyed the Doctor's complicated explanations. I totally agree with Elvis. Great work again doctor
Yet another masterpiece for the doctor January 7, 2003
Bubby (Wilmette)
1 out of 15 found this review helpful
After reading the Doctors masterpiece three times, i had enough of his theta gamma explanations. I am an avid reader who greatly enjoyed the Doctor's complicated explanations. I totally agree with Elvis. Great work again doctor
Top class reference March 22, 2001
5 out of 5 found this review helpful
I've been working in Futures & Options research for 3 years now, and this has proven to be the best refernce guide available. Terrence elucidates the concepts and mechanisms underlying the treasury bond basis with eloquence and intellect. His other work, Eurodollar Futures and Options, is also a great reference for the shorter end of the curve.
THE textbook for basis trading March 22, 2001
Mr. M. Doney (London, UK)
6 out of 9 found this review helpful
This is simply the only truly readable and authoritative book on its subject. Terry Belton is acknowledged as being the foremost authority on futures research, and this book bears it out. If you're thinking about basis trading, or work in the derivatives market, this book is well worth a look.(I should also mention that Terry is my boss..doesn't stop it being a good book, though. Hope I get that raise!)
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