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Inflation-Linked Bonds and Derivatives : Investing, hedging and valuation principles for practitioners / Jessica James, Michael Leister, Christoph Rieger.

By: Contributor(s): Material type: TextTextSeries: The Moorad Choudhry Global Banking SeriesPublisher: Berlin ; Boston : De Gruyter, [2023]Copyright date: ©2023Description: 1 online resource (XI, 118 p.)Content type:
Media type:
Carrier type:
ISBN:
  • 9783110787375
  • 9783110787474
  • 9783110787429
Subject(s): DDC classification:
  • 332.6 23/eng/20230309
LOC classification:
  • HG4651 .J36 2023
Other classification:
  • online - DeGruyter
Online resources: Available additional physical forms:
  • Issued also in print.
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
Summary: 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. Understanding the future evolution of consumer prices has become crucial for investors across all asset classes as central banks tailor their policy responses with a view to anchoring inflation expectations. Inflation-Linked Bonds and Derivatives condenses more than 15 years of dedicated coverage of inflation markets. It provides investors, issuers and policy makers with all the relevant tools to navigate inflation markets, starting with the nuts and bolts of consumer price indices, forwards, carry and trading strategies, to advanced topics like seasonality adjustments and the use of inflation options. With its many illustrative graphs and tabulated data, this exceptional book will benefit traders, corporate treasury departments, fixed income investors, insurance companies and pension funds executives.

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

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http://purl.org/coar/access_right/c_16ec

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. Understanding the future evolution of consumer prices has become crucial for investors across all asset classes as central banks tailor their policy responses with a view to anchoring inflation expectations. Inflation-Linked Bonds and Derivatives condenses more than 15 years of dedicated coverage of inflation markets. It provides investors, issuers and policy makers with all the relevant tools to navigate inflation markets, starting with the nuts and bolts of consumer price indices, forwards, carry and trading strategies, to advanced topics like seasonality adjustments and the use of inflation options. With its many illustrative graphs and tabulated data, this exceptional book will benefit traders, corporate treasury departments, fixed income investors, insurance companies and pension funds executives.

Issued also in print.

Mode of access: Internet via World Wide Web.

In English.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 06. Mrz 2024)