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Inflation-linked bonds and derivativesinvesting, hedging and valuation principles for practitioners /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Inflation-linked bonds and derivativesJessica James, Michael Leister, Christoph Rieger.
Reminder of title:	investing, hedging and valuation principles for practitioners /
Author:	James, Jessica.
other author:	Leister, Michael.
Published:	Berlin :De Gruyter,c2023.
Description:	1 online resource (xi, 118 p.)
Subject:	Bonds.
Online resource:	https://www.degruyterbrill.com/isbn/9783110787429
ISBN:	9783110787429$q(electronic bk. ;$qPDF)

Inflation-linked bonds and derivativesinvesting, 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$q(electronic bk. ;$qPDF)

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

215303
Bonds.

LC Class. No.: HG4651 / .J35 2023

Dewey Class. No.: 332.63

Inflation-linked bonds and derivativesinvesting, hedging and valuation principles for practitioners /
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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 215303
650 0 $a Derivative securities. $3 200051
650 0 $a Indexation (Economics) $3 566853
700 1 $a Leister, Michael. $3 995999
700 1 $a Rieger, Christoph. $3 996000
830 0 $a The Moorad Choudhry global banking series. $3 996001
856 4 0 $u https://www.degruyterbrill.com/isbn/9783110787429