The Futures Bond Basis by Choudhry, Moorad

The Futures Bond Basis (Paperback) (ISBN-13: 9780470025895)

Vendor: Moorad Choudhry
Product type: Books
Format: Paperback
$64.00
$64.00
$64.00
Subtotal: $64.00
The Futures Bond Basis by Choudhry, Moorad

The Futures Bond Basis

$64.00
The Futures Bond Basis by Choudhry, Moorad

The Futures Bond Basis

$64.00
Format: Paperback
Description
Description
x
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.

Author: Moorad Choudhry
ISBN-10: 0470025891
ISBN-13: 9780470025895
Publisher: Wiley
Language: English
Published: 05/01/2006
Pages: 256
Format: Paperback
Weight: 0.83lbs
Size: 8.98h x 6.08w x 0.75d
By Moorad Choudhry
By Moorad Choudhry
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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.

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