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Choudhry, Moorad

The Futures Bond Basis

Choudhry, Moorad - The Futures Bond Basis, ebook

35,65€

Ebook, PDF with Adobe DRM
ISBN: 9780470029466
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Printing77 pages with an additional page accrued every 10 hours, capped at 77 pages
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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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2007
Language
en
Edition
2
Series
Securities Institute
Page amount
256 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470029466
Printed ISBN
9780470025895

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