The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs
暫譯: 國債基差：對對沖者、投機者及套利者的深入分析

Burghardt, Galen, Belton, Terry

The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs

商品描述

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.

商品描述(中文翻譯)

現在是第三版的《國債基準》，是全球國債和票據期貨交易室的必備參考書籍。這一更新版反映了許多市場變化，其中最重要的是芝加哥期貨交易所決定將轉換因子從8%改為6%。修訂內容包括對對沖和交易的更詳細說明、期權估值和短交付選項的更新解釋，以及對全球債券期貨交易和應用的討論。

作者簡介

Galen Burghardt, Ph.D., is senior vice president and director of research for Calyon Financial . An adjunct professor of finance at the University of Chicago Graduate School of Business, Dr. Burghardt is the former vice president of financial research for the Chicago Mercantile Exchange. He is the author of The Eurodollar Futures and Options Handbook.

Terry Belton, Ph.D., is managing director, and head of U.S. fixed income strategy at JPMorgan. An adjunct professor of finance at the University of Chicago Graduate School of Business, Dr. Belton was formerly director of research for Discount Corporation of New York Futures and a senior economist at Freddie Mac.

作者簡介(中文翻譯)

**Galen Burghardt, Ph.D.** 是Calyon Financial的資深副總裁及研究總監。他是芝加哥大學商學研究所的金融兼任教授，曾擔任芝加哥商品交易所的金融研究副總裁。他是《Eurodollar Futures and Options Handbook》的作者。

**Terry Belton, Ph.D.** 是JPMorgan的董事總經理及美國固定收益策略負責人。他是芝加哥大學商學研究所的金融兼任教授，曾擔任紐約折扣公司期貨的研究總監及Freddie Mac的高級經濟學家。

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