Link to the ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780470029466

Contents : Contents

1 Bond futures contracts
2 The government bond basis
3 Basis trading and the implied repo rate
4 The fundamentals of basis trading
Appendices :
A Repo financing and the concept
B Relative value analysis: bond spreads
C Liffe long gilt delivery history,
March 1996 to June 2001

Language : English

Place of publishing : TORONTO

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque