Téléchargez le livre : The Futures Bond Basis

The Futures Bond Basis

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Éditeur :

Wiley


Collection :

Securities Institute

Paru le : 2007-01-11

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Description
The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhry's succinct but in-depth look at the government bond futures contract basis. It includes essential background on contract specifications and the theory of the basis. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.
Pages
256 pages
Collection
Securities Institute
Parution
2007-01-11
Marque
Wiley
EAN papier
9780470025895
EAN PDF
9780470029466
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
3922 Ko
Prix
37,98 €

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