The European Bond Basis: An In-Depth Analysis for Hedgers, Speculators, & Arbitrageurs - Hardcover

Plona, Christopher

Hardcover

ISBN 10: 0786308524 ISBN 13: 9780786308521

Publisher: McGraw-Hill Education, 1996

Synopsis

This text provides a comprehensive discussion of the relationships between the various European bond markets and their respective bond futures contracts, called, "the basis". It covers all the major European markets, such as the UK, France, Germany, Italy and Belgium. Various analytical tools and approaches are described, so that professional traders and portfolio managers can meet their risk management and trading needs. Specific topics include; the forces that drive futures prices and the basis relationship, hedging with bond futures contracts, and the application of bond futures in multiple-currency portfolio management.

About this title

From the Author

A thorough investigation the role of "Basis" in Bond Futures
This book shows the reader how the basis, and changes in the basis impact nearly every application of bond futures contracts. While its focus is on the growing European bond futures markets the applications are equally relevant to the US treasury bond and note futures contracts at the Chicago Board of Trade. I'll happily provide copies of spreadsheets and models to purchasers via Email.

Edition details

• Publisher: McGraw-Hill Education
• Publication date: 1996
• Language: English
• ISBN 10: 0786308524
• ISBN 13: 9780786308521
• Binding: Hardcover
• Number of pages: 400