Inflation-indexed securities : bonds, swaps and other derivatives / Mark Deacon, Andrew Derry, and Dariush Mirfendereski.

By:

Deacon, Mark

Contributor(s):

Material type: Text

TextSeries: Wiley finance seriesPublication details: Chichester, West Sussex, England ; Hoboken, N.J. : John Wiley & Sons, c2004.Edition: 2nd edDescription: xxxii, 327 p. : ill. ; 26 cmISBN:

0470868120 (cloth : alk. paper)
9780470868126

Subject(s):

DDC classification:

332.63'2044 22

LOC classification:

HG4651 .D4 2004

Online resources:

Summary: 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.

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Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library		332.63’2044 DEA (Browse shelf(Opens below))		Available	31008100002894
Monograph & others	CBN HQ Library		332.63’2044 DEA (Browse shelf(Opens below))		Available	31008100002902
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.63'2044 DEA (Browse shelf(Opens below))	c.1	Available	31008100707484
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks		332.63'2044 DEA (Browse shelf(Opens below))		Available	31008100677075
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	332.63'2044 DEA (Browse shelf(Opens below))	c.1	Available	31008100652987
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.63'2044 DEA (Browse shelf(Opens below))	c. 1	Available	31008100643903
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.63'2044 DEA (Browse shelf(Opens below))	c.1	Available	31008100699798

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Previous	332.63'2042 MIL Forecasting Financial Markets/	332.63'2042 POS Applying Elliott Wave theory profitably /	332.63'2042 VAL Best practices for equity research analysts :	332.63'2044 DEA Inflation-indexed securities :	332.63'2044 HAN The handbook of fixed income securities /	332.632'044 PHO Advanced fixed income analytics /	332.63'2044 RAY The analysis of structured securities :	Next

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.

rpm 06/05/13

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