Inflation-indexed Securities

Bonds, Swaps and Other Derivatives

Mark Deacon, Andre Derry, Dariush Mirfendereski

360 pages, parution le 08/04/2005 (2^eme édition)

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Résumé

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.

Sommaire

What Are Inflation-indexed Securities and Derivatives?
Security Design
Why Invest in Indexed Debt?
Why Issue Indexed Bonds?
Inflation and Real Interest Rate Analysis
Major International Indexed Bond Markets
Other Indexed Bond Markets
Inflation-linked Derivatives: Market Description
Inflation-linked Derivatives: Pricing, Hedging and Other Technical Aspects
Conclusion

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Mark Deacon, Andre Derry, Dariush Mirfendereski
Parution	08/04/2005
Édition	2^eme édition
Nb. de pages	360
Format	17,5 x 25
Couverture	Relié
Poids	830g
Intérieur	Noir et Blanc
EAN13	9780470868126
ISBN13	978-0-470-86812-6