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The Futures Bond Basis 2e: Securities Institute

Autor MC Choudhry
en Limba Engleză Paperback – 23 mar 2006
Basis trading is an important part of the government bond markets. In this book we review the essential elements of this type of trading. Written by a former government bond market maker and proprietary bond trader, the book features: * Basic concepts of forward pricing * The determinants of the basis * Repo financing * Hedging using bond futures * Trading the basis and an introduction to trading strategy * The concept of the cheapest-to-deliver bond * The net basis and the implied repo rate The book is illustrated with in-depth practical examples and written in an accessible style. It will be of vital use to anyone with an interest or involvement in the government bond futures market.
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Specificații

ISBN-13: 9780470025895
ISBN-10: 0470025891
Pagini: 256
Dimensiuni: 152 x 229 x 14 mm
Greutate: 0.38 kg
Ediția:2nd Edition
Editura: Wiley
Seria Securities Institute

Locul publicării:Chichester, United Kingdom

Public țintă

The book is aimed at those with an involvement in cash bond and bond futures markets.  This includes traders and salespersons in investment banks as well as fund managers.  Postgrad students in finance may also find it useful.

Descriere

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.