Handbook Of Inflation Indexed Bonds
Download Handbook Of Inflation Indexed Bonds full books in PDF, epub, and Kindle. Read online free Handbook Of Inflation Indexed Bonds ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : John Brynjolfsson |
Publisher | : John Wiley & Sons |
Total Pages | : 314 |
Release | : 1999-02-15 |
Genre | : Business & Economics |
ISBN | : 9781883249489 |
Handbook of Inflation Indexed Bonds provides complete coverage of inflation protection bonds beginning with their first U.S. issuance in 1997. Five, in-depth sections detail: strategic asset allocation; mechanics, valuation, and risk monitoring; global environment; issuers; and investors.
Author | : Robert Greer |
Publisher | : McGraw Hill Professional |
Total Pages | : 314 |
Release | : 2005-12-30 |
Genre | : Business & Economics |
ISBN | : 0071483330 |
Authoritative chapters written by executives at Goldman Sachs, PIMCO, the Chicago Mercantile Exchange, and others Covers key assets that protect against inflation--real estate, commodities, precious metals, inflation-linked bonds, CPI futures, and timber
Author | : Frank Fabozzi |
Publisher | : McGraw Hill Professional |
Total Pages | : 26 |
Release | : 2005-04-15 |
Genre | : Business & Economics |
ISBN | : 0071718338 |
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Author | : Mark Deacon |
Publisher | : John Wiley & Sons |
Total Pages | : 360 |
Release | : 2004-04-21 |
Genre | : Business & Economics |
ISBN | : 0470868988 |
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.
Author | : Barclays Capital |
Publisher | : |
Total Pages | : |
Release | : 2002 |
Genre | : |
ISBN | : |
Author | : Pietro Veronesi |
Publisher | : John Wiley & Sons |
Total Pages | : 630 |
Release | : 2016-04-04 |
Genre | : Business & Economics |
ISBN | : 1118709195 |
A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.
Author | : Brice Benaben |
Publisher | : Bloomberg Press |
Total Pages | : 360 |
Release | : 2005-01-01 |
Genre | : Business & Economics |
ISBN | : 9781904339601 |
This new, multi-author book presents the global phenomenon of inflation-linked products. You will benefit from the experience of 24 industry experts who explain the surge of interest in inflation-linked government bonds and the full range of securities and derivatives that have been created to meet the growing demand from pension funds and other investors.
Author | : Mark Deacon |
Publisher | : John Wiley & Sons |
Total Pages | : 0 |
Release | : 2004-05-21 |
Genre | : Business & Economics |
ISBN | : 9780470868126 |
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.
Author | : Mark Deacon |
Publisher | : Prentice Hall PTR |
Total Pages | : 258 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : |
The entry of the USA into the index-linked bond market has heightened the demand for more complex information about these instruments. This text aims to help the readers understand securities, the motivation of both issuers and of investors, and how their value compares to one another.
Author | : Mr.Robert T. Price |
Publisher | : International Monetary Fund |
Total Pages | : 70 |
Release | : 1997-01-01 |
Genre | : Business & Economics |
ISBN | : 1451842864 |
A number of industrialized countries have recently offered inflation-indexed bonds. Some members of another group of countries that had earlier adopted more comprehensive indexation in response to high inflation have taken steps to reduce the scope of indexation in their economies. This paper surveys debt management, monetary policy, and welfare arguments on the use of inflation-indexed bonds, and relates these to the experiences of various issuers. The paper also considers some important design features of indexed bonds.