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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.
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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.
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Book Description Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR002500966
Book Description McGraw-Hill Education, 1996. Hardcover. Condition: Good. Ex Library Book with usual stamps and stickers. A few small marks to the page edges. Good condition is defined as: a copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. Most items will be dispatched the same or the next working day. Seller Inventory # mon0012588601
Book Description Irwin Professional Pub, 1996. Condition: Good. Shows some signs of wear, and may have some markings on the inside. Seller Inventory # GRP83989610
Book Description Irwin Professional Publishing, 1996. Hardcover. Condition: Used; Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence!. Seller Inventory # mon0001885052
Book Description Irwin Professional Pub, 1996. Condition: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Seller Inventory # 0786308524-2-4