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Book: The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance) :: Book
Date: Thursday, 20 November, 2008 :: 21:18
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The Treasury Bond Basis (Mcgraw-Hill Library of Investment and Finance)
List Price: USD $75.00
from USD $41.27
Product Group: book
Manufacturer: McGraw-Hill
Studio: McGraw-Hill
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Editorial Review: 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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Reviews:
Average Customer Review: 
Summary: Great book
Date: 2008-05-09 -
Comment: 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!
1 of 13 people found the following review helpful:
Summary: Yet another masterpiece for the doctor
Date: 2003-01-07 -
Comment: 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
1 of 15 people found the following review helpful:
Summary: Yet another masterpiece for the doctor
Date: 2003-01-07 -
Comment: 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
5 of 5 people found the following review helpful:
Summary: Top class reference
Date: 2001-03-22 -
Comment: 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.
6 of 9 people found the following review helpful:
Summary: THE textbook for basis trading
Date: 2001-03-22 -
Comment: 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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