The Futures Bond Basis

The Futures Bond Basis

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 deliv......
fra 549,-
Tilgjengelig i 1 butikker
Forhåndsbestill
Frakt og levering

Produktinformasjon

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.

Spesifikasjon

Produkt
ProduktnavnThe Futures Bond Basis
MerkeOther Brand

Pris og prishistorikk

Akkurat nå er 549,- den billigste prisen for The Futures Bond Basis blant 1 butikker hos Prisradar. Sjekk også vår topp 5-rangering av beste økonomi og ledelse for å være sikker på at du gjør det beste kjøpet.