000 02362cam a22004214a 4500
001 2003021827
003 DLC
005 20151013135839.0
008 031006s2004 enka b 001 0 eng
010 _a 2003021827
020 _a0470868120 (cloth : alk. paper)
020 _a9780470868126
040 _aDLC
_cDLC
_dDLC
050 0 0 _aHG4651
_b.D4 2004
082 0 0 _a332.63'2044
_222
100 1 _aDeacon, Mark.
245 1 0 _aInflation-indexed securities :
_bbonds, swaps and other derivatives /
_cMark Deacon, Andrew Derry, and Dariush Mirfendereski.
250 _a2nd ed.
260 _aChichester, West Sussex, England ;
_aHoboken, N.J. :
_bJohn Wiley & Sons,
_cc2004.
300 _axxxii, 327 p. :
_bill. ;
_c26 cm.
440 0 _aWiley finance series
500 _aPreviously published: London: Prentice Hall Europe, 1998.
504 _aIncludes bibliographical references (p. [301]-318) and index.
520 _aThis 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.
590 _arpm 06/05/13
591 _aLoans
650 0 _aInflation (Finance)
650 0 _aBond market.
650 0 _aIndexation (Economics)
650 0 _aBonds.
650 0 _aGovernment securities.
700 1 _aMirfendereski, Dariush.
700 1 _aDerry, Andrew.
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/description/wiley041/2003021827.html
856 4 2 _3Contributor biographical information
_uhttp://www.loc.gov/catdir/bios/wiley047/2003021827.html
856 4 1 _3Table of contents
_uhttp://www.loc.gov/catdir/toc/wiley041/2003021827.html
942 _2ddc
_cBOOK
999 _c710
_d710