Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew | The Bond Book | Interest Rate Swaps and Other Derivatives | The Eurodollar Futures and Options Handbook | Option Volatility and Pricing | Fixed Income Relative Value Analysis | Interest Rate Markets | The Handbook of Fixed Income Securities | Fixed Income Securities
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 TradeÃ¢ÂÂs 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.
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