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The Treasury Bond Basis: An in Depth Analysis for Hedgers, Speculators and Arbitrageurs
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Galen Burghardt, Terrence M Belton, Terry Belton
This is the essential, updated guide to profiting and hedging using the 'basis,' from two top authorities on futures research. Since it was first published in 1989, "The Treasury Bond Basis" has grown to become a mandatory reference book for every professional trader of treasury bond and note futures. An insightful analysis of the complex ...
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The Eurodollar Futures and Options Handbook
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Galen Burghardt, Burghardt Galen
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Eurodollar futures and options : controlling money market risk
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by
Galen Burghardt
Innovation in the US money markets over the past 10 years has spawned a rich variety of over-the-counter financial derivatives including interest-rate swaps, floating-rate agreements, caps, floors, collars, swaptions, cancellable swaps, putable swaps, captions and floortions. While the majority of the business in derivative products is done in ...
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