The Futures Bond Basis 2024 pdf epub mobi 电子书

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发表于2024-11-07

The Futures Bond Basis 2024 pdf epub mobi 电子书

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出版者:John Wiley & Sons Inc

作者:Choudhry, Moorad

出品人:

页数:236

译者:

出版时间:2006-1

价格:288.83元

装帧:Pap

isbn号码:9780470025895

丛书系列:

图书标签: F

The Futures Bond Basis 2024 pdf epub mobi 电子书图书描述

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.

The Futures Bond Basis 2024 pdf epub mobi 电子书

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