All-purpose | Everything Else

The Futures Bond Basis

by Moorad Choudhry

2021-01-09 20:59:24

Compare Price
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... Read more
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. Less

Book Details

File size9.07 X 5.96 X 0.76 in
Print pages256
PublisherWiley
Publication date May 12, 2006
LanguageEnglish
ISBN9780470025895
autor-image
Moorad Choudhry
Author
Moorad Choudhry is Treasurer, Corporate Banking Division at The Royal Bank of Scotland.He is Visiting Professor at the Department of Mathematical Sciences, Brunel University; VisitingProfessor at the ...

Compare Prices

Store Availability Book Format Condition Price
Indigo Books & Music In Stock Paperback Paperback Buy CAD 70.52
Indigo Books & MusicIn Stock
Format
Paperback
Condition
Paperback
Buy CAD 70.52
Available Discount
No Discount available

Related Books

View All
There Was an Old Lady Who Swallowed a Chick!
☆ ☆ ☆ ☆ ☆
House of Shadows: An Enthralling Historical Mystery
☆ ☆ ☆ ☆ ☆
Twinkle, Twinkle, Little Star (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
The Book Club
☆ ☆ ☆ ☆ ☆
The Silent Woman (Cat Carlisle, Book 1)
☆ ☆ ☆ ☆ ☆
Row, Row, Row Your Boat (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
Going to School
☆ ☆ ☆ ☆ ☆
The Wonderful Things You Will Be
☆ ☆ ☆ ☆ ☆
The Secret Wife: A captivating story of romance, passion and mystery
☆ ☆ ☆ ☆ ☆
Good Night, Little Blue Truck
☆ ☆ ☆ ☆ ☆
Secrets Between Us: An absolutely gripping psychological thriller
☆ ☆ ☆ ☆ ☆
Clean & Lean: 30 Days, 30 Foods, a New You!
☆ ☆ ☆ ☆ ☆
Made for Me
☆ ☆ ☆ ☆ ☆
The Pout-Pout Fish
☆ ☆ ☆ ☆ ☆
Can't Make This Stuff Up!: Finding the Upside to Life's Downs
☆ ☆ ☆ ☆ ☆
Feed Your Best Friend Better: Easy, Nutritious Meals and Treats for Dogs
☆ ☆ ☆ ☆ ☆
Life Will Be the Death of Me: ...And You Too!
☆ ☆ ☆ ☆ ☆
Falter: Has the Human Game Begun to Play Itself Out?
☆ ☆ ☆ ☆ ☆
Diary of an Awesome Friendly Kid: Rowley Jefferson's Journal
☆ ☆ ☆ ☆ ☆
American Moonshot: John F. Kennedy and the Great Space Race
☆ ☆ ☆ ☆ ☆
Hurricane Season
☆ ☆ ☆ ☆ ☆
Trillion Dollar Coach: The Leadership Playbook of Silicon Valley's Bill Campbell
☆ ☆ ☆ ☆ ☆
You Be You: Detox Your Life, Crush Your Limitations, and Own Your Awesome
☆ ☆ ☆ ☆ ☆
We Are Not Friends (You Are Not Small)
☆ ☆ ☆ ☆ ☆
Commander in Cheat: How Golf Explains Trump
☆ ☆ ☆ ☆ ☆

Join us and get access to all
your favourite books

Sign up for free and start exploring thousands of eBooks today.

Sign up for free

Stay in touch.

© 2026 AMPLE READS