The Futures Bond Basis pdf epub mobi txt 电子书下载 2024

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Choudhry, Moorad

John Wiley & Sons Inc

2006-1

236

288.83元

Pap

9780470025895

图书标签: F

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发表于2024-11-25

The Futures Bond Basis epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

The Futures Bond Basis pdf epub mobi txt 电子书下载 2024

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 下载 mobi epub pdf txt 电子书