Inflation-Linked Bonds and Derivatives : : Investing, hedging and valuation principles for practitioners / / Jessica James, Michael Leister, Christoph Rieger.
Disruptions in supply chains and consumption patterns triggered by the pandemic together with stimulus packages and the energy crisis have catapulted inflation rates to levels last seen in the 1970s. For inflation markets, it’s hard to understate this sudden and enormous change in fortunes. Understa...
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| Superior document: | Title is part of eBook package: De Gruyter DG Plus DeG Package 2023 Part 1 |
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| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2023] ©2023 |
| Year of Publication: | 2023 |
| Language: | English |
| Series: | The Moorad Choudhry Global Banking Series ,
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| Online Access: | |
| Physical Description: | 1 online resource (XI, 118 p.) |
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Table of Contents:
- Frontmatter
- Contents
- Foreword
- Introduction
- Chapter 1 Inflation Indices
- Chapter 2 The CPI Linkage, the Concept of Break-even Inflation and the Deflation Floor
- Chapter 3 Inflation-linked Products and Curves
- Chapter 4 Forwards, Carry and Trading Strategies
- Chapter 5 Inflation Expectations, Seasonality and Base Effects
- Chapter 6 Risk Measures and Risk Premia
- Chapter 7 Inflation Options
- Bibliography
- List of Abbreviations
- List of Figures
- List of Tables
- About the Authors
- About the Series Editor
- Index