Cover image for The treasury bond basis : an in-depth analysis for hedgers, speculators and arbitrageurs
Title:
The treasury bond basis : an in-depth analysis for hedgers, speculators and arbitrageurs
Personal Author:
Edition:
Rev. ed.
Publication Information:
Chicago, Ill : Probus Pub., 1994
ISBN:
9781557384799
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30000004437103 HG6041 B78 1994 Open Access Book Book
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Summary

Summary

The Treasury Bond Basis provides a comprehensive and detailed discussion of the relationship between the Treasury Bond market and Treasury bond futures. Vital information such as analysis of the basis relationship between shorter term Treasure securities and Treasury bill and note futures is all her