The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance)
by Galen Burghardt, Terry Belton
Book Summary Information
Author: Galen Burghardt, Terry BeltonEdition: Hardcover
Audio: English (Original Language); English (Unknown); English (Published)
Published: 2005-07-15
ISBN: 0071456104
Number of pages: 320
Publisher: McGraw-Hill
Book Reviews of The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance)
Book Review: Great book
Summary: 5 Stars
I am a computer programmer who was working for a Secondary Market division in a bank and I was looking a reference of how to do hedging operations buying cash bonds and selling futures in short; also in my new role as programmer for a reconciliation team I wanted to learn how to calculate the P&L of fix income operations. Few books contains the level of details that I was looking for, this book is one of them good starting point, it explains realistic models and trents used for finance people to do capital markets.
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