The Futures Bond Basis (BOK)

Moorad Choudhry

299,00 29900
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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2006 Forfatter Moorad Choudhry
Forlag
Wiley
ISBN 9780470025895
Antall sider 256 Dimensjoner 15,7cm x 23,1cm x 1,9cm
Vekt 373 gram Leverandør Bertram Trading Ltd
Emner og form Investment & securities