000 04139nam a22006855i 4500
001 296318
003 IT-RoAPU
005 20240316190234.0
006 m|||||o||d||||||||
007 cr || ||||||||
008 240306t20232023gw fo d z eng d
020 _a9783110787375
_qprint
020 _a9783110787474
_qEPUB
020 _a9783110787429
_qPDF
024 7 _a10.1515/9783110787429
_2doi
035 _a(DE-B1597)9783110787429
035 _a(DE-B1597)618596
035 _a(OCoLC)1368054829
040 _aDE-B1597
_beng
_cDE-B1597
_erda
050 4 _aHG4651
_b.J36 2023
072 7 _aBUS004000
_2bisacsh
082 0 4 _a332.6
_223/eng/20230309
084 _aonline - DeGruyter
100 1 _aJames, Jessica
_eautore
245 1 0 _aInflation-Linked Bonds and Derivatives :
_bInvesting, hedging and valuation principles for practitioners /
_cJessica James, Michael Leister, Christoph Rieger.
264 1 _aBerlin ;
_aBoston :
_bDe Gruyter,
_c[2023]
264 4 _c©2023
300 _a1 online resource (XI, 118 p.)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 0 _aThe Moorad Choudhry Global Banking Series ,
_x2627-8847
505 0 0 _tFrontmatter --
_tContents --
_tForeword --
_tIntroduction --
_tChapter 1 Inflation Indices --
_tChapter 2 The CPI Linkage, the Concept of Break-even Inflation and the Deflation Floor --
_tChapter 3 Inflation-linked Products and Curves --
_tChapter 4 Forwards, Carry and Trading Strategies --
_tChapter 5 Inflation Expectations, Seasonality and Base Effects --
_tChapter 6 Risk Measures and Risk Premia --
_tChapter 7 Inflation Options --
_tBibliography --
_tList of Abbreviations --
_tList of Figures --
_tList of Tables --
_tAbout the Authors --
_tAbout the Series Editor --
_tIndex
506 0 _arestricted access
_uhttp://purl.org/coar/access_right/c_16ec
_fonline access with authorization
_2star
520 _aDisruptions 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.
530 _aIssued also in print.
538 _aMode of access: Internet via World Wide Web.
546 _aIn English.
588 0 _aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 06. Mrz 2024)
650 0 _aDerivative securities.
650 0 _aInflation (Finance).
650 0 _aInflation-indexed bonds.
650 4 _aDerivate.
650 4 _aInflationsindexierte Anleihe.
650 4 _aOptionen.
650 7 _aBUSINESS & ECONOMICS / Banks & Banking.
_2bisacsh
653 _aInflation Forecast.
653 _aInflation Options.
653 _aInflation Products.
653 _aInflation Swaps.
653 _aInflation-linked Bonds.
700 1 _aLeister, Michael
_eautore
700 1 _aRieger, Christoph
_eautore
850 _aIT-RoAPU
856 4 0 _uhttps://doi.org/10.1515/9783110787429
856 4 0 _uhttps://www.degruyter.com/isbn/9783110787429
856 4 2 _3Cover
_uhttps://www.degruyter.com/document/cover/isbn/9783110787429/original
942 _cEB
999 _c296318
_d296318