The Futures Bond Basis PDF
By:Moorad Choudhry
Published on 2007-01-11 by John Wiley & Sons
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.
This Book was ranked at 31 by Google Books for keyword Investing Bonds Business Money.
Book ID of The Futures Bond Basis's Books is g1OiigQSseEC, Book which was written byMoorad Choudhryhave ETAG "szjlDmLtBKE"
Book which was published by John Wiley & Sons since 2007-01-11 have ISBNs, ISBN 13 Code is 9780470029466 and ISBN 10 Code is 0470029463
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Book which have "256 Pages" is Printed at BOOK under CategoryBusiness and Economics
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