Publications

The Handbook of U.S. Treasury and Government Agency Securities

Type
Link
Cost
Paid
Published
1990

The Handbook of U.S. Treasury and Government Agency Securities contains all the current information on Treasury securities, as well as coverage of both the federally-sponsored agency securities market and the federally-related institution’s securities market.

The Handbook of U.S. Treasury and Government Agency Securities covers:

  • yield measures
  • measuring price volatility
  • trading
  • term structure estimation
  • zero-coupon Treasury securities
  • repurchase agreements
  • pass-through securities
  • options and futures contracts
  • agency mortgage-backed products: GNMA, FHLMC, and FNMA