Items related to The Futures Bond Basis: Government Bond Futures and...
From the Back Cover
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.
About the Author
Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.
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