The Futures Bond Basis

by Moorad Choudhry

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;...

• Format: Paperback
• Language: English
• ISBN: 0470025891
• ISBN13: 9780470025895
• Release Date: May 2006
• Publisher: Wiley
• Length: 256 Pages
• Weight: 0.83 lbs.
• Dimensions: 0.8" x 6.1" x 9.0"