Inflation-indexed securities :
Deacon, Mark.
Inflation-indexed securities : bonds, swaps and other derivatives / Mark Deacon, Andrew Derry, and Dariush Mirfendereski. - 2nd ed. - Chichester, West Sussex, England ; Hoboken, N.J. : John Wiley & Sons, c2004. - xxxii, 327 p. : ill. ; 26 cm. - Wiley finance series .
Previously published: London: Prentice Hall Europe, 1998.
Includes bibliographical references (p. [301]-318) and index.
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.
0470868120 (cloth : alk. paper) 9780470868126
2003021827
Inflation (Finance)
Bond market.
Indexation (Economics)
Bonds.
Government securities.
HG4651 / .D4 2004
332.63'2044
Inflation-indexed securities : bonds, swaps and other derivatives / Mark Deacon, Andrew Derry, and Dariush Mirfendereski. - 2nd ed. - Chichester, West Sussex, England ; Hoboken, N.J. : John Wiley & Sons, c2004. - xxxii, 327 p. : ill. ; 26 cm. - Wiley finance series .
Previously published: London: Prentice Hall Europe, 1998.
Includes bibliographical references (p. [301]-318) and index.
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.
0470868120 (cloth : alk. paper) 9780470868126
2003021827
Inflation (Finance)
Bond market.
Indexation (Economics)
Bonds.
Government securities.
HG4651 / .D4 2004
332.63'2044