Inflation-indexed securities : bonds, swaps and other derivatives / Mark Deacon, Andrew Derry, and Dariush Mirfendereski.
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 wit...
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| Online Access: |
Full Text (via ProQuest) |
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
©2004.
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| Edition: | 2nd ed. |
| Subjects: |
Table of Contents:
- Inflation-indexed Securities; Contents; List of Exhibits; List of Figures; List of Tables; About the Authors; Foreword by Sir Edward George; Preface to the Second Edition; Acknowledgements; Disclaimer; List of Abbreviations; 1 What Are Inflation-indexed Securities and Derivatives?; 2 Security Design; 3 Why Invest in Indexed Debt?; 4 Why Issue Indexed Bonds?; 5 Inflation and Real Interest Rate Analysis; 6 Major International Indexed Bond Markets; 7 Other Indexed Bond Markets; 8 Inflation-linked Derivatives: Market Description.