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Book Categories |
Ch. 1 | Basic concepts | 1 |
Ch. 2 | What drives the basis? | 27 |
Ch. 3 | The short's strategic delivery options | 51 |
Ch. 4 | The option-adjusted basis | 75 |
Ch. 5 | Approaches to hedging | 87 |
Ch. 6 | Trading the basis | 129 |
Ch. 7 | Volatility arbitrage in the treasury bond basis | 157 |
Ch. 8 | Nine eras of the bond basis | 173 |
Ch. 9 | Non-dollar government bond futures | 197 |
Ch. 10 | Applications for portfolio managers | 217 |
App. A | Calculating conversion factors | 233 |
App. B | Calculating carry | 235 |
App. C | Conventions in major government bond markets | 237 |
App. D | German federal bonds and notes (Bubills, Schatze, Bobls, and Bunds) | 243 |
App. E | Japanese government bonds (JGBs) | 251 |
App. F | Government bonds of the United Kingdom of Great Britain and Northern Ireland (Gilts) | 257 |
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Add The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs, 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
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Add The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs, 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
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