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Futures Bond Basis eBook

by Moorad Choudhry
language: english
Publisher: WILEY, January of 2007 ‧
45,05€
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Offers an in depth look at the government bond futures contract basis. This book includes contract specifications and the theory of the basis. It 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; and, the mechanics of basis trading.

Futures Bond Basis

by Moorad Choudhry

Property Description
ISBN: 9780470029466
Publisher: WILEY
Release Date: January of 2007
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Securities Institute
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9780470029466