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

Plona, Christopher

 
9780786308521: The European Bond Basis: An In-Depth Analysis for Hedgers, Speculators & Arbitrageurs

Inhaltsangabe

Tremendous growth in the trading of European bonds in U.S. markets has captured the attention of thousands of institutional investors, portfolio managers, futures, options, and bond traders. This outstanding resource provides a comprehensive and detailed discussion of the relationships between the various European bond markets and their respective bond futures contracts, called "the basis." Understanding the basis relationship is crucial to the successful utilization of these valuable instruments. The European Bond Basis covers all the major European Markets, including the U.K., France, Germany, Italy, and Belgium. It describes various analytical tools and approaches that professional traders and portfolio managers can utilize to meet their risk management and trading needs, and is sure to become the definitive reference to trading the European bond markets for U.S. fixed income professionals.

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