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The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs, Hardback Book

The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs Hardback

Hardback

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Description

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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£38.99

£29.15

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