The European Bond Basis: An In-Depth Analysis for Hedgers, Speculators & Arbitrageurs - Couverture rigide

Plona, Christopher

Couverture rigide

ISBN 10 : 0786308524 ISBN 13 : 9780786308521

Editeur : Irwin Professional Publishing, 1996

Synopsis

This text provides a comprehensive discussion of the relationships between the various European bond markets and their respective bond futures contracts, called, "the basis". It covers all the major European markets, such as the UK, France, Germany, Italy and Belgium. Various analytical tools and approaches are described, so that professional traders and portfolio managers can meet their risk management and trading needs. Specific topics include; the forces that drive futures prices and the basis relationship, hedging with bond futures contracts, and the application of bond futures in multiple-currency portfolio management.

Détails de l'édition

• Éditeur: Irwin Professional Publishing
• Date d'édition: 1996
• Langue: anglais
• ISBN 10: 0786308524
• ISBN 13: 9780786308521
• Reliure: Relié
• Nombre de pages: 400
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible