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

by Galen D. Burghardt, Terry Belton

List Price:$65.00
Average Rating:5 out of 5 stars
Lowest New Price:$205.25

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Editorial Reviews
Product Description
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 here in one source. In-depth coverage includes: The forces that influence the basis; Practical considerations associated with the basis; Basis-related strategies; Strategies to enhance treasury bond yields.


All Customer Reviews
Average Customer Review:5 out of 5 stars
0 of 0 people found the following review helpful:

5 out of 5 starsGreat book, 2008-05-09
Great book - I studied with Galen and he is a great guy and the world expert on cash-futures basis. Well worth the price and a place in your library!


1 of 13 people found the following review helpful:

5 out of 5 starsYet another masterpiece for the doctor, 2003-01-07
After reading the Doctors masterpiece three times, i had enough of his theta gamma explanations. I am an avid reader who greatly enjoyed the Doctor's complicated explanations. I totally agree with Elvis. Great work again doctor


1 of 15 people found the following review helpful:

5 out of 5 starsYet another masterpiece for the doctor, 2003-01-07
After reading the Doctors masterpiece three times, i had enough of his theta gamma explanations. I am an avid reader who greatly enjoyed the Doctor's complicated explanations. I totally agree with Elvis. Great work again doctor


5 of 5 people found the following review helpful:

5 out of 5 starsTop class reference, 2001-03-22
I've been working in Futures & Options research for 3 years now, and this has proven to be the best refernce guide available. Terrence elucidates the concepts and mechanisms underlying the treasury bond basis with eloquence and intellect. His other work, Eurodollar Futures and Options, is also a great reference for the shorter end of the curve.


6 of 9 people found the following review helpful:

5 out of 5 starsTHE textbook for basis trading, 2001-03-22
This is simply the only truly readable and authoritative book on its subject. Terry Belton is acknowledged as being the foremost authority on futures research, and this book bears it out. If you're thinking about basis trading, or work in the derivatives market, this book is well worth a look.

(I should also mention that Terry is my boss..doesn't stop it being a good book, though. Hope I get that raise!)




Price is accurate as of the date/time indicated. Prices and product availability are subject to change. Any price displayed on the Amazon website at the time of purchase will govern the sale of this product.
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