An Economic Analysis of the Market for Treasury Bond Futures PDF Download
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Author: Stanford Irwin Storey
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 216
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Book Description
Author: Stanford Irwin Storey
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 216
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Book Description
Author: Robert L. Losey
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 44
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Book Description
Author: V. Conti
Publisher: Springer Science & Business Media
ISBN: 9401112088
Category : Business & Economics
Languages : en
Pages : 252
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Book Description
Until not too many years ago, the Italian government bond market, though the third largest in the world in terms of size, was characterised by numerous inefficiencies and problems regarding both policy in managing the public debt and the operation of the market. These aspects tended to isolate the Italian market from the international fmancial community and to keep large, international investors away from our market. As the situation with Italy's public finances grew worse and with financial markets being deregulated and expanding internationally, several direct measures were taken in recent years to encourage an even greater recourse to the Italian government securities market and to improve it's efficiency. Innovations in techniques for issuing government bonds, the creation of an automated trading system for Italian state securities, and the launch of a futures market in Italy, too, have all been useful measures in getting the Italian market closer to international standards. The measures adopted by economic policy authorities have often been inspired by the works developed by various study groups instituted by the treasury Ministry as well as by research coming from the academic world. Likewise, many measures aimed at improving the government bond market have been realised thanks to the important contribution of the trade associations and the main financial intermediaries operating in Italy, whose studies, suggestions and proposals have been based on operating expertise built up over decades.
Author: Karin Peterson LaBarge
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 362
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Book Description
Author: Moorad Choudhry
Publisher: John Wiley & Sons
ISBN: 0470029463
Category : Business & Economics
Languages : en
Pages : 256
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Book Description
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. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.
Author: Karin Peterson LaBarge
Publisher:
ISBN:
Category : Arbitrage
Languages : en
Pages : 19
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Book Description
Author: Galen Burghardt
Publisher: McGraw-Hill
ISBN: 9780071456104
Category : Business & Economics
Languages : en
Pages : 320
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Book Description
Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade’s decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 9781883249236
Category : Business & Economics
Languages : en
Pages : 324
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Book Description
Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.
Author: Allan M. Loosigian
Publisher: Irwin Professional Publishing
ISBN:
Category : Interest rate futures
Languages : en
Pages : 462
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Book Description
Author: Mr. Alfred Schipke
Publisher: International Monetary Fund
ISBN: 151358278X
Category : Business & Economics
Languages : en
Pages : 52
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Book Description
China’s bond market is destined to play an increasingly important role, both at home and abroad. And the inclusion of the country’s bonds in global indexes will be a milestone for its financial market integration, bringing big opportunities as well as challenges for policymakers and investors alike. This calls for a good understanding of China’s bond market structure, its unique characteristics, and areas where reforms are needed. This volume comprehensively analyzes the different segments of China’s bond market, from sovereign, policy bank, and credit bonds, to the rapidly growing local government bond market. It also covers bond futures, green bonds, and asset-backed securities, as well as China’s offshore market, which has played a major role in onshore market development.
