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The Futures Bond Basis
Moorad Choudhry
€ 42.99
€ 41.52
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Description for The Futures Bond Basis
Paperback. 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. Series: Securities Institute. Num Pages: 256 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 228 x 153 x 19. Weight in Grams: 374.
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, ... Read more
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, ... Read more
Product Details
Format
Paperback
Publication date
2006
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
256
Condition
New
Series
Securities Institute
Number of Pages
256
Place of Publication
New York, United States
ISBN
9780470025895
SKU
V9780470025895
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-2
About Moorad Choudhry
Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute. ... Read more
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