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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : WorldofBooks, Goring-By-Sea, WS, Royaume-Uni
Paperback. Etat : Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. N° de réf. du vendeur GOR005408018
Quantité disponible : 1 disponible(s)
Vendeur : World of Books (was SecondSale), Montgomery, IL, Etats-Unis
Paperback. Etat : Good. 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. N° de réf. du vendeur 00109814595
Quantité disponible : 1 disponible(s)
Vendeur : World of Books Inc, Montgomery, IL, Etats-Unis
Paperback. Etat : Good. 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. N° de réf. du vendeur CIN0470025891G
Quantité disponible : 1 disponible(s)
Vendeur : Brit Books, Milton Keynes, Royaume-Uni
Paperback. Etat : Used; Very Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality. N° de réf. du vendeur 4457265
Quantité disponible : 1 disponible(s)
Vendeur : HPB-Red, Dallas, TX, Etats-Unis
paperback. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_485399188
Quantité disponible : 1 disponible(s)
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 3508025
Quantité disponible : Plus de 20 disponibles
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9780470025895
Quantité disponible : 15 disponible(s)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Paperback. Etat : New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. N° de réf. du vendeur 6666-GRD-9780470025895
Quantité disponible : 3 disponible(s)
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. N° de réf. du vendeur 47a6e11d331f88598f82ac9c92d46762
Quantité disponible : Plus de 20 disponibles
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Etat : New. N° de réf. du vendeur 3508025-n
Quantité disponible : Plus de 20 disponibles