東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Inflation-linked bonds and derivativ...

James, Jessica.

FindBook

Google Book

Amazon

博客來

Inflation-linked bonds and derivatives = investing, hedging and valuation principles for practitioners /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Inflation-linked bonds and derivatives/ Jessica James, Michael Leister, Christoph Rieger.
其他題名:	investing, hedging and valuation principles for practitioners /
作者:	James, Jessica.
其他作者:	Leister, Michael.
出版者:	Berlin :De Gruyter, : c2023.,
面頁冊數:	1 online resource (xi, 118 p.)
內容註:	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.
標題:	Bonds. -
電子資源:	https://www.degruyterbrill.com/isbn/9783110787429
ISBN:	9783110787429

Inflation-linked bonds and derivatives = investing, hedging and valuation principles for practitioners /
James, Jessica.

Inflation-linked bonds and derivativesinvesting, hedging and valuation principles for practitioners /[electronic resource] :Jessica James, Michael Leister, Christoph Rieger. - 1st ed. - Berlin :De Gruyter,c2023. - 1 online resource (xi, 118 p.) - The Moorad Choudhry global banking. - The Moorad Choudhry global banking series..

Includes bibliographical references and index.

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.

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.

Mode of access: Internet via World Wide Web.

In English.

ISBN: 9783110787429

Standard No.: 10.1515/9783110787429doiSubjects--Topical Terms:

647491
Bonds.

LC Class. No.: HG4651 / .J35 2023

Dewey Class. No.: 332.63

Inflation-linked bonds and derivatives = investing, hedging and valuation principles for practitioners /
LDR:02947cmm a2200349 a 4500 001 2416552
003 DE-B1597
005 20251017072503.0
006 m o d
007 cr cnu---unuuu
008 260303s2023 gw a ob 001 0 eng d
020 $a 9783110787429 $q (electronic bk. ; $q PDF)
020 $a 9783110787474 $q (electronic bk. ; $q EPUB)
020 $z 9783110787375
024 7 $a 10.1515/9783110787429 $2 doi
035 $a 9783110787429
040 $a DE-B1597 $b eng $c DE-B1597
041 0 $a eng
050 0 0 $a HG4651 $b .J35 2023
082 0 4 $a 332.63 $2 23
100 1 $a James, Jessica. $3 3795327
245 1 0 $a Inflation-linked bonds and derivatives $h [electronic resource] : $b investing, hedging and valuation principles for practitioners / $c Jessica James, Michael Leister, Christoph Rieger.
250 $a 1st ed.
260 $a Berlin : $b De Gruyter, $c c2023.
300 $a 1 online resource (xi, 118 p.)
490 1 $a The Moorad Choudhry global banking
504 $a Includes bibliographical references and index.
505 0 $a 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.
520 $a 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.
530 $a Issued also in print.
538 $a Mode of access: Internet via World Wide Web.
546 $a In English.
588 $a Description based on online resource; title from PDF title page (publisher's Web site, viewed September 18 2025)
650 0 $a Bonds. $3 647491
650 0 $a Derivative securities. $3 656187
650 0 $a Indexation (Economics) $3 714483
700 1 $a Leister, Michael. $3 3795328
700 1 $a Rieger, Christoph. $3 3795329
830 0 $a The Moorad Choudhry global banking series. $3 3795330
856 4 0 $u https://www.degruyterbrill.com/isbn/9783110787429