Futures bond basis, the
Auteur :
Choudhry, Moorad
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470025895
Date de publication :
24 mars 2006
Dimensions :
23,1 x 15,2 x 1,9 cm
Poids :
369 g
Langue :
Anglais
Pays d'origine :
USA
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.