The Treasury Bond Basis: An In Depth Analysis for Hedgers, Speculators and Arbitrageurs
Author: Galen D. Burghardt, Terrence M. Belton, Terry Belton
List Price: $65.00
Our Price: Click to see the latest and low price
ISBN: 1557384797
Publisher: McGraw-Hill Trade (01 November, 1993)
Sales Rank: 26,143
Average Customer Rating: 4.83 out of 5
Customer Reviews
Rating: 5 out of 5
Yet another masterpiece for the doctor
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
Rating: 5 out of 5
Top class reference
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.
Rating: 5 out of 5
THE textbook for basis trading
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!)
Similar Products
The Handbook of Fixed Income Securities, 6th Edition
The Eurodollar Futures and Options Handbook (Irwin Library of Investment & Finance.)
Options, Futures, and Other Derivatives (5th Edition)
Fixed-Income Arbitrage: Analytical Techniques and Strategies
Fixed Income Securities: Tools for Today's Markets, Second Edition
Book Index