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Inflation-indexed Securities: Bonds, Swaps and Other Derivatives - The Wiley Finance Series (Hardback)
  • Inflation-indexed Securities: Bonds, Swaps and Other Derivatives - The Wiley Finance Series (Hardback)
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Inflation-indexed Securities: Bonds, Swaps and Other Derivatives - The Wiley Finance Series (Hardback)

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£99.99
Hardback 360 Pages / Published: 27/01/2004
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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 experienced in the field, as well as practitioners and academics approaching the subject for the first time.

The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.

Publisher: John Wiley and Sons Ltd
ISBN: 9780470868126
Number of pages: 360
Weight: 724 g
Dimensions: 252 x 180 x 24 mm
Edition: 2nd Edition

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