The Futures Bond Basis 2e (Paperback, 2nd Edition)

Basis trading is an important part of the government bond markets. In this book we review the essential elements of this type of trading. Written by a former government bond market maker and proprietary bond trader, the book features: Basic concepts of forward pricing The determinants of the basis Repo financing Hedging using bond futures Trading the basis and an introduction to trading strategy The concept of the "cheapest-to-deliver" bond The net basis and the "implied repo rate"

The book is illustrated with in-depth practical examples and written in an accessible style. It will be of vital use to anyone with an interest or involvement in the government bond futures market.

General

Imprint:	John Wiley & Sons
Country of origin:	United States
Release date:	March 2006
First published:	May 2006
Authors:	MC Choudhry
Dimensions:	229 x 152 x 14mm (L x W x T)
Format:	Paperback
Pages:	256
Edition:	2nd Edition
ISBN-13:	978-0-470-02589-5
Categories:	Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General
LSN:	0-470-02589-1
Barcode:	9780470025895

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