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The Futures Bond Basis, 2nd Edition

ISBN: 978-0-470-02589-5
Paperback
256 pages
May 2006
US $55.00 Add to Cart

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This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 2-3 days delivery time. The book is not returnable.
Other Available Formats: E-book

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.

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The Futures Bond Basis, 2nd Edition (US $55.00)

-and- Inflated: How Money and Debt Built the American Dream (US $34.95)

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