TY  - BOOK
AU  - James,Jessica
AU  - Leister,Michael
AU  - Rieger,Christoph
TI  - Inflation-Linked Bonds and Derivatives: Investing, hedging and valuation principles for practitioners 
T2  - The Moorad Choudhry Global Banking Series ,
SN  - 9783110787375
AV  - HG4651 .J36 2023
U1  - 332.6 23/eng/20230309
PY  - 2023///]
CY  - Berlin, Boston : 
PB  - De Gruyter, 
KW  - Derivative securities
KW  - Inflation (Finance)
KW  - Inflation-indexed bonds
KW  - Derivate
KW  - Inflationsindexierte Anleihe
KW  - Optionen
KW  - BUSINESS & ECONOMICS / Banks & Banking
KW  - bisacsh
KW  - Inflation Forecast
KW  - Inflation Options
KW  - Inflation Products
KW  - Inflation Swaps
KW  - Inflation-linked Bonds
N1  - 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; restricted access; Issued also in print
N2  - 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
UR  - https://doi.org/10.1515/9783110787429
UR  - https://www.degruyter.com/isbn/9783110787429
UR  - https://www.degruyter.com/document/cover/isbn/9783110787429/original
ER  -