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.
- ISBN13 9781557384799
- Publish Date 30 November 1993
- Publish Status Out of Print
- Out of Print 3 August 2005
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint Irwin Professional Publishing
- Edition Revised ed.
- Format Hardcover
- Pages 225
- Language English