Inflation-Linked Bonds and Derivatives - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inflation-Linked Bonds and Derivatives write by Jessica James. This book was released on 2023-01-30. Inflation-Linked Bonds and Derivatives available in PDF, EPUB and Kindle. Disruptions in supply chains and consumption patterns triggered by the pandemic together with stimulus packages and the energy crisis have catapulted inflation rates to levels last seen in the 1970s. For inflation markets, it’s hard to understate this sudden and enormous change in fortunes. Understanding the future evolution of consumer prices has become crucial for investors across all asset classes as central banks tailor their policy responses with a view to anchoring inflation expectations. Inflation-Linked Bonds and Derivatives condenses more than 15 years of dedicated coverage of inflation markets. It provides investors, issuers and policy makers with all the relevant tools to navigate inflation markets, starting with the nuts and bolts of consumer price indices, forwards, carry and trading strategies, to advanced topics like seasonality adjustments and the use of inflation options. With its many illustrative graphs and tabulated data, this exceptional book will benefit traders, corporate treasury departments, fixed income investors, insurance companies and pension funds executives.
Inflation-indexed Securities
Inflation-indexed Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inflation-indexed Securities write by Mark Deacon. This book was released on 2004-04-21. Inflation-indexed Securities available in PDF, EPUB and Kindle. The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This book examines the rationale behind issuance and investment decisions, and details the issues facing anyone who designs indexed securities, illustrating them wherever possible with actual examples from the international capital markets. In particular, an extensive review of indexed debt markets throughout the world is provided - including for the first time, a comprehensive and consistent set of cash flow and price-yield equations for the instruments already in existence in the major bond markets - forming an important reference for those already experienced in the field, as well as practitioners and academics approaching the subject for the first time. The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.
Inflation - Indexed Bonds and Derivatives
Inflation - Indexed Bonds and Derivatives - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inflation - Indexed Bonds and Derivatives write by Evelyn Kwanti. This book was released on 2019. Inflation - Indexed Bonds and Derivatives available in PDF, EPUB and Kindle. This chapter provides an introduction to index-linked securities, including inflation-indexed securities such as TIPS issued by the U.S. government and index-linked gilts issued by the UK government. Basic concepts of bond purpose and design are described in summary, followed by a detailed look at inflation-linked bond yield analysis. This then enables us to look at the concept of the inflation term structure. The second half of the chapter considers inflation-linked derivatives such as inflation-linked bond swaps, year-on-year inflation swaps, and real annuity swaps, together with a look at the use of inflation derivatives for hedging purposes. This includes hedging pension liabilities and restructuring bond portfolios. We then review constructing the inflation term structure and pricing inflation derivatives.
Inflation-Linked Products
Inflation-Linked Products - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inflation-Linked Products write by Brice Benaben. This book was released on 2005-01-01. Inflation-Linked Products available in PDF, EPUB and Kindle. This new, multi-author book presents the global phenomenon of inflation-linked products. You will benefit from the experience of 24 industry experts who explain the surge of interest in inflation-linked government bonds and the full range of securities and derivatives that have been created to meet the growing demand from pension funds and other investors.
Inflation-indexed Securities
Inflation-indexed Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inflation-indexed Securities write by Mark Deacon. This book was released on 1998. Inflation-indexed Securities available in PDF, EPUB and Kindle. The entry of the USA into the index-linked bond market has heightened the demand for more complex information about these instruments. This text aims to help the readers understand securities, the motivation of both issuers and of investors, and how their value compares to one another.
