Inflation-indexed Securities: Bonds, Swaps and Other Derivatives: 261 (The Wiley Finance Series) - Hardcover

This book provides comprehensive coverage of many aspects of inflation-indexed securities, from the rationale of the investors and issuers who utiltise them to the factors to be considered when such instruments are designed. As well as an extensive review of the world's inflation-linked debt markets, the authors also provide a series of technical appendices, featuring a consistent set of cash flow and price-yield equations for the largest bond markets. These form an important reference for those already experienced in the field, as well as for practitioners, academic, policy-makers and financial software developers approaching the subject for the first time.

Since 2000, the growth of the inflation-indexed derivatives markets has been dramatic. Inflation-indexed Securities gives unique insight into the development of these derivatve products in the major markets including, for the first time, a detailed description of the analytical tools required to price and hedge such instruments.