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.

The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance)

Business & Money

Burghardt, Galen

Belton, Terry

Economics

McGraw=Hill

Eurodollar Futures and Options

Lane, Morton

McGraw-Hill Publishing Co.

This book targets the sophisticated trader. It bridges the gap between academic and practical treatment of options on Chicago Board of Trade Treasury futures by employing materials that are relevant to institutional investors. It is an invaluable source of information for corporate treasurers, pension fund managers, mortgage bankers, trading desk personnel, and option traders and clerks. It explores theoretical pricing methods, option behavior in dynamic markets and analysis of volatility in trading strategies, with questions and answers at the end of each chapter. Included is an interactive option pricing software that can price a single option or an entire portfolio while outlining the risk components for every position.

Treasury Options for Institutional Investors

Kirshner, Susan

Investing

Chicago Board of Trade

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 dollars, the concepts are spilling over into the British, French, German and Japanese money markets as well. Eurodollar futures and options are the foundation on which the derivatives market has been built. Prices for OTC derivatives are geared to prices in the futures and options markets. And, because the Eurodollar futures market is so huge and can be traded nearly around the clock, this is where derivatives traders turn to hedge or augment what they do in the OTC markets. The authors are specialists in futures and options and show professional money managers how to fold futures and options into a portfolio of conventional and derivative interest-rate products.

Eurodollar Futures and Options: Controlling Money Market Risk (Institutional Investor Publication)

McVey, Richard

Luce, G.

Probus Professional Pub

A practical guide to institutional investing success Managed Futures for Institutional Investors is an essential guide that walks you through the important questions that need to be addressed before investing in this asset class and contains helpful direction for investors during the investing process. Backed by years of institutional experience, the authors reveal the opportunities offered by managed futures. They also include information on practices in the managed futures area and present the various analytical tools and building blocks required to use managed futures effectively. The book also contains insight on the issues that must be addressed when building and evaluating portfolios. <ul>
<li>Shows where to find data to evaluate managed futures and explains how managed futures are regulated</li> <li>Offers guidance on how to apply classic portfolio construction tools to managed futures</li> <li>Reveals how managed futures investments can help investors evaluate and meet risk, return, and liquidity objectives</li> </ul>
Managed Futures for Institutional Investors provides all the practical information to manage this type of investment well.

Managed Futures for Institutional Investors

Finance

Bloomberg Press

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