Inflation-indexed Securities: Bonds, Swaps and Other Derivatives
Mark Deacon
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Description for Inflation-indexed Securities: Bonds, Swaps and Other Derivatives
Hardcover. A practical guide to inflation indexed securities. It charts the evolution of indexation to the basis of a new asset class. It also details the issues facing those designing indexed securities, illustrating them wherever possible with actual examples from the international capital markets. Series: Wiley Finance Series. Num Pages: 360 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 248 x 177 x 26. Weight in Grams: 776.
The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This 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 ... Read more
The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This 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 ... Read more
Product Details
Format
Hardback
Publication date
2004
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
360
Condition
New
Series
Wiley Finance Series
Number of Pages
368
Place of Publication
New York, United States
ISBN
9780470868126
SKU
V9780470868126
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Mark Deacon
MARK DEACON has worked as a quantitative analyst at the UK Debt Management Office (DMO) in London since April 1998, having formerly worked at the Bank of England. He is also Deputy Head of the DMO's External Liaison Unit, as well as having overall responsibility for the DMO web site. The research carried out by Andrew Derry and Mark ... Read more
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