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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley, 2006.
Edición:2nd ed.
Temas:
Basis (Futures trading)
Bases (Marchés à terme)
BUSINESS & ECONOMICS > Investments & Securities > Commodities.
Rentenmarkt
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Bond Futures Contracts
  • The Government Bond Basis
  • Basis Trading and the Implied Repo Rate
  • The Fundamentals of Basis Trading
  • Repo Financingand the Concept of the 'Special'
  • Relative Value Analysis: Bond Spreads
  • Liffe Long Gilt Delivery History: (March 1996 to June 2001).

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