Choudhry Moorad:
The Futures Bond Basis
John Wiley And Sons Ltd (United Kingdom), 2006
Paperback, 256 pages
Size: 231x157 mm
ISBN: 9780470025895
ISBN-10: 0470025891
List price: £22.50
You save: 30%
The Futures Bond Basis
Offers an in depth look at the government bond futures contract basis. This book includes contract specifications and the theory of the basis. It 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; and, the mechanics of basis trading.

